I personally think the steam big picture mode + desktop way of doing things for handheld PCs is infinitely better than trying to Frankenstein windows to work on a form factor it just isn't meant to
Ugh is a difficult choice my dear @apexinaviation , I've done a lot of research, let me lay the pros and cons of each device:
Ally Pros:
Smol, better ergonomics
Screen have good colors, VRR, small but 1080p so better PPI
Buttons feel a bit better
The second most popular handheld after the steam deck, so there's a ton of accessories available, like the modcase from JSAUX and the Killswitch from DBRAND
Easily moddable to make it accept a 2280 SSD
BIOS updates without needing Windows
Cons:
Joysticks and triggers are potentiometers, so there's a high risk of drifting
eGPU is limited to the stupidly expensive XG Mobile thingies from ASUS
If you are a tad unlucky, it will kill not only the SD card reader, but your SD card as well
No kickstand
May be too small for some peeps
Single USB 4 port
A bit worse Linux support, but that will be solved shortly