Depends on how into it you are?
The Arcade Legends are a good catch all for casual players. They are also expensive IMO
They are for sale all the time as people get all gung ho to get one and then dont use it after the first month.
As has been said you can get someone to build you a MAME setup or for straight "classics" Arcade SD is great.
Really need to narrow it down the the games that are most important to you and take it from there.
Or do what I do and just spend years collecting every classic game you like so you have proper controls and hardware etc. (good luck doing that these days though)