My Collection:
Console
NES
SNES
N64
Handheld
Gameboy
Gameboy Color
Nintendo DS (not retro by definition, but I own several GBA games for it)
I plan to pick up a GameCube and start a collection on some Metroid and other GC games, but for now, that's all I have.
I don't play any of them regularly, but I do have my SNES hooked up to my main Home Theater, and my wife and I will occasionally play something. She's into Yoshi's Island and Joe & Mac, and I'm into everything. I mostly play Zelda: A Link to the Past, Super Metroid, Mega Man X, Super Mario World, Contra 3, and like games on it.
More than anything, I love my XBox 360, and I've been trying to find more retro games to download on the XBLA because it's so much easier to play.