The SMS with built in games were the Master System II. I have one with alex kidd in miracle world. Great gameMy SMS had a simple maze game built in. If you boot the console with no cart, then press some buttons and right (I forget exactly what), then this maze pops up. you had like a minute to get a snail through the maze. It was very silly, and I don't think it was even mentioned in the manual, but it was there.
If the european master systems had actual games built in, then I feel ripped off.
Why are people so keen on getting a CD? Everything will be out of date within a month when people realy start to get their teeth into hacking the GP2X.