Tough question.
I guess it's easy to get nostalgic about shit and remember golden moments, irrespective of when they happened.
I personally have a LOT of really great memories of the PSP. But if I had to choose ONE system, do I want one that I know so much about already? I mean I've played (and enjoyed) a LOT of PC Engine games in my time, but I still get stoked when I find quirky little games like Echoshift.
Truth be told, I can't answer. I know that if I could save one console from a fire, it would be my PC Engine combo, maybe my SGX. But if I went to jail or something and I could take one with me? Might even be my 360.