The Genesis CDX is small, handy and collectible, I'll give you that, but it never really was a brilliant idea; not when on launch it was more expensive than a Genesis with a CD add-on, but we can all assume than miniaturization did have to come at a cost. Anyway, the CDX didn't do particularly well and is nowadays quite the Genesis cartridge and Sega CD playing rarity. Just don't try hook it up to a 32X for it probably explode.
To grab one, you should probably bid on this Genesis CDX auction. The console is fully working and comes complete with power supply, TV cables, a controller and three games. Seller's shipping to most places worldwide.