I'd have to say the NES, SNES and N64 hold the most regard for me, since I spent the most time on them. damn NES with it's cramp-inducing controllers...
However, the best (and only unfortunately) I've owned was the Game Gear and my Nomad now. They are great.
Currently, however, I have to say the PS2. Yes, probably because I own one. But also because it's games seem the strongest compared to any others, probably because there's tons of support and software for it.
Vostok 7