The best set up is to buy the modem and router seperetly. The combo's limit your choices. Buying seperetly gives you more freedom. It can usually cost more though.
I tried doing this in a Dreamcast, but in spite of my research, it turned out to be extraordinarily difficult. So I abandoned that enclosure and bought a broken NES console from eBay.
It is 98% physically complete (see very last comment in this post) and it is 100% functional. It boots and works great.
Motherboard: http://www.newegg.com/Product/Product.aspx?Item=N82E16813157687
Memory: http://www.newegg.com/Product/Product.aspx?Item=N82E16820232301
Power supply/brick and converter: http://www.mini-box.com/picoPSU-150-XT-102-power-kit
CPU: http://www.newegg.com/Product/Product.aspx?Item=9SIA1N83U90919&cm_re=g4500-_-19-117-624-_-Product
I bought the CPU used on eBay for $45.
It has a 256GB Samsung SSD, and a 750GB HDD that is nearly full with NES, SNES, Genesis, GameCube, PSP, and Wii roms and emulators. Although I probably won't use it for Wii because I have a perfectly functional Wii console with its own USB HDD.
It has Windows 10, and it's set up with the Launchbox front-end with the Big Box setting autoloading.
NES with the top off.
I started cutting off posts with my rotary tool.
I cut the power switch leads off a really old case that I'm not using any more. I used the original solder beads to attach the cable. It's not pretty, but it works.
I also cut off half of the circuit board that the original Power and Reset switch used to operate. It's not necessary for a momentary switch to turn on a computer, so it's harmless.
I had to cut the circuit board to make room for the motherboard mount. The bottom nuts are held in place with a small dab of superglue.
The motherboard is only on three legs. The front right mounting hole (to the right of the power button) would have gone directly through the NES foot.
I drilled and enlarged three holes in the back for the Wifi antenna and power port. Each connector is threaded and has a nut and locking washer under it. The power cable's connector doesn't thread onto the socket, but the Wifi antennas do.
Cleaned up and sanded the cuts a bit.
I don't really have any incremental shots showing the parts going in one at a time, but it's basically like building any other PC. The only difference is adding a nut onto each bolt to vertically secure the motherboard. I tried to run the cables as tidy as I could.
Another top shot to help see.
There's actually a really decent amount of space in there. The power button is functional, but the reset button had to go. If you scroll up you'll see why. I super glued the external parts to the case. This doesn't bother me, my S340 [case] gaming PC doesn't have a reset button either. I don't like or use them.
The stains came that way from the eBay seller, but I did wash it. I'll probably try again later.
The back port cut-out is bigger than it needed to be because of the adjustments I had to make as I was sizing and fitting the location. But, it's really not all that terrible. I'm happy with it.
The only thing I have left to do is to get a shorter USB 3 header cable so that I can replace the two front controller ports with USB ports. I already have a cable, but it's twice as long as I need it to be. And any one that has built a PC knows that USB 3 header cables are pretty rigid. This will be a cheap and easy step.
POWER_SW and RESET are switches, it doesn't matter if you insert them the right way or upside down, there's not positive and negative. But you do have to insert them correctly, Looks like you put the connectors vertically while they should be horizontally, see picture below.
The LEDs have to be inserted correctly, + and - matter. If you put it the other way around the leds simply won't turn on.
PS. I'd skip connecting the speaker (if you even have one), it's just annoying most of the time.