Your best bet for an "all-in-one" is to get an American Duo and either
switch mod it or get a Kisado. You'll also need an Arcade Card Duo.
There is no "all-in-one" system out of the box.
The CDs are all-region, but the Hus are region coded (Japan/America).
Japan Duos will not play American games even with a Kisado (an additional
internal mod needs to be made).
One option some folks take is to get a Japan Duo + ACD to play all Japan Hus
and all CDs and then either get a US TG16 console (very cheap) or a US
Express for playing US Hus. This is the preferred route if you cannot find a
Kisado because the Arcade Cards can be picky with other adapters which are
not made to as high a tolerance.
Course if you have a Kisado then you can go wild and mix and match US
hardware with Japan software. A TG16 + CD + Kidaso + Arcade Card Pro will
run any Duo software you come up against.
Alas the LaserActive will not with with the Kisado IIRC because of the way
the card slot is shaped.
Adam