I thought I'd come out of the woodwork and share my thoughts. As with everyones list mine'll change over time, heck I remember looking back at a top 10 games list I posted in on another forum way back in 2005 and laughing at some of the games I thought were the best. Ok 3-4 games per console.
NES: Kirby's Adventure, Startropics, Megaman 1, Street gangs aka River City Ransom
SMS: Alex Kidd in a Miracle world (fav game of all time btw), Bubble Bobble, Master of Darkness, Sonic 1
Mega Drive: Sonic 2, Golden Axe, Streets of Rage, Mighty Morphin' Power Rangers (leave me alone it has a kick ass multiplayer mode)
Mega CD: Sonic CD, Snatcher oh and Night Trap

PCE: Gunhed, Volified, Street Fighter 2' CE, Download (This will change once I get a CD-ROM2 unit)
SNES: Sim CIty, Super mario world, Super Bomberman, F-Zero
Saturn: Super Puzzle Fighter 2, ClockWork Night, BUG!, Virtual On
PS1: FF7, Star Ocean 2, Tomb Raider 2, Croc
N64: Super Smash Bros, F-Zero X, Zelda OoT
Dreamcast: Carrier, Sonic Adventure 2, Freestyle Scooter, Shenmue
PS2: Shadow of the Colossus, Marvel vs Capcom 2, Beyond Good and Evil
Gamecube: Ikaruga (I suck at the DC version for some reason but not the GC one) Zelda 4 swords, Resident Evil Remake, Paper Mario the Thousand year door.
GB: FF Legend 2, Pokemon Blue, Kirby's Dream Land
GBA: Golden Sun (2nd Fav game of all time), Konami Krazy Racers, Advance Wars, Monster Rancher Advance 2
DS: Pheonix Wright (all of them), Mario Kart DS
GG: Baku Baku....actually just Baku baku, first JP import game I ever bought
PSP: Crisis Core FF7, Loco Roco, Valkyrie Profile Lennith, Legend of Heroes
Hmmmmm I've missed off consoles where I've only played like 1 game on them ala the Wonderswan