My main favorite would have to be SNES then NES.
Everyone pretty much knows why the SNES is great, so I won't get into that. But I recently got into my NES again thanks to my top loading Japanese famicom, and I'm just so amazed how much better Castlevania 3 is in Japan!
I can't leave Sega out of this though so I'll separate them:
1.Dreamcast - Another popular obvious choice, I love it though
2.Saturn - So many unique 2D titles, a very overlooked console, c'mon "Groove On Fight" is soo weird and awesome!
3.Genesis/SegaCD -Not as good as SNES IMOP, but many great arcade titles, this console was all about action and speed!