I've been on the fence for several years and finally pulled the trigger on an Analog Pro kit after doing some extensive research.
The Mister emulates a staggering amount of devices. I haven't even begun to explore the various PC emulations and have only barely dove I to the Arcade cores (what is there is fantastic). The console cores alone way way justify the purchase. Saturn, PSX, and N64? Heck yes.
If you're worried about not having a CRT monitor, don't jump to conclusions... it looks fantastic on an HD display, particularly on OLED and HDR support. Far better than I had anticipated myself. It has convinced me that maybe I don't even need a CRT.
Now, it's not totally plug and play but if you have any experience with computers, it won't take much to pull up a guide and have it set up in maybe an hour tops. The most time will be spent running updates to pull everything you need. It isn't difficult, but the configuration file is important. Definitely work through it and try to understand the options. Once you do that, it's really quick to just turn it on and get into a game fast.
One other thing I'll say is that the power button on the Analog Pro board may require several pushes to trigger. I initially thought there was something up until read on the Analog Pro IO board product page that this is a know thing and it's experimental in how it's implemented.
Overall, if you're into even just a handful of 32/16/8 bit consoles, this thing is absolutely worth every single penny.