If you're making a portable you probably need something to watch it on. (Unless you want to guess what's happening in the game, but I wouldn't advise that) Anyway, this forum is your "Hacking a pocket TV/screen" one-stop solution. Share your experiences and knowledge here.
You need a screen which was designed to handle analog input signals. (Composite video). Most internal media player screens are digital, and won't work without a complicated decoder board. (They're very hard to make for most people, since they require ICs and programming.)
PSP, Game Boy, DS, iPod, internal portable DVD player, and other such screens cannot easily be used for portables.
While not the same model (or brand) the PMP (portable media player) that I have has a 'preview' on the LCD for preparing to record, or recording. It doesn't work well with games, because the framrate is low. Static images look great, but movement is jerky and sometimes has tearing (horizontal lines composed of parts of multiple frames) on the preview.