I'm lucky enough to live next to a retro game store. I can still walk over see a random ps1 game, glance through the manual and play it at as soon as I get home. Still lots of great stuff out there and that's just one system. The game I just made a post about only cost me about $10.
I hate the install/download times for new stuff too. I'm hoping for some sci-fi/tech miracle that solves the whole thing.