I play on portable systems (DS Lite, PSP-1000 and iPhone) but don't really play anywhere other than at home. I'll play some stuff on my phone here and there, but I don't have enough idle time to get into anything serious or time consuming thanks to a very short commute to/from work and a short lunch break.
They're great when visiting relatives though (but so is a laptop with some emulators and a 360 controller

) and also during storms or days where there are power outages and surges and I wouldn't dare turn on a console.