Just to add a little more depth to cyrax's answer, -U Intel CPU are ultra low voltage CPUs. They're designed to consume less power to generate less heat. The low clock rates often mean all but the lightest of games will even run well.
A lot of people seem to want to have a little box like this capable of running Dolphin (I mean why not, seems awesome to me). But Intel isn't the only game in town. I would definitely look into Gigabyte's Brix models. They have a wider range of available models at different prices. I bought one recently that was cheaper and faster than a comparable Intel NUC. They just came up with some pretty beefy models this past month (sorry, can't link you to any specific recommendation atm).
A lot of people seem to want to have a little box like this capable of running Dolphin (I mean why not, seems awesome to me). But Intel isn't the only game in town. I would definitely look into Gigabyte's Brix models. They have a wider range of available models at different prices. I bought one recently that was cheaper and faster than a comparable Intel NUC. They just came up with some pretty beefy models this past month (sorry, can't link you to any specific recommendation atm).