QUESTION
Should I buy the Steam Deck OLED or ROG Ally X?
Buy the Steam Deck OLED if you want the better handheld-console experience: easier setup, excellent OLED screen, strong controls, and less fiddling. Buy the ROG Ally X if you want more raw performance, better Windows game compatibility, and plan to play lots of Game Pass, anti-cheat multiplayer, or non-Steam launchers.
My default pick for most people is the Steam Deck OLED. It is usually the more relaxed, polished device for playing Steam games on the couch, in bed, or while traveling. The ROG Ally X is the better pick if you are comfortable with Windows and want the most flexible mini-PC style handheld.