PCE (special place in all our hearts)
Wii/GC (already explained)
Dreamcast (fun quirky Sega's last hardware hurrah hurrah)
Saturn (better 2D than PS1 and better games, PS1 doesn't hold up as well IMHO)
Snes (classic library, dat sound chip)
Neo-Geo (Expensive but awesome)
And the rest can all fight for the rest of the order, all have special games but nothing stands out as a clear front runner.
I'm not including current gen as it's not nearly over yet, but I do enjoy the f*ck out of my Wii U, and hardly have interest in the PS4 and none whatsoever for the Xbone.
As for portables
TurboExpress (self explaning)
(3)DS (awesome library)
Lynx (big, ugly, awesome)
etc etc etc