Sorry to be a bit of a black-sheep here, but my all-time-fave has to be the Amiga CD32.
I did my friend Kevin's paper-round for a month (in the snow!) in exchange for his CD32 and a stack of games.
I played JetStrike, Liberation, AlienBreed3D/tower assault and Heimdall 2 etc religiously.
I honestly can't remember what I did with it and always regretted not having it.
Well, 2 years ago I sourced a 13-year-old UNOPENED boxed CD32 on eBay!
I kept some of the original games because of the CD-Audio I enjoyed on the likes of Jetstrike and 2 or 3 others and got hold of a TOSEC archive of every game produced and bought ALOT of blank CDs.
It's my fave not because I love slow responsive controls and flakey paddle controler cables, but because of the experience I had with it.
I loved my Speccy, C64, CPC, NES, SNES, A500, MegaDrive and all the others from there on (never owned a MasterSystem) but the CD32 gave me my fave games from my fave computer, the Amiga, with a very cool-looking control pad, CD-Audio and FMV in games. It stunned me and I've not had the same experience and stunned feeling since... well... never. (unless you count the stunned feeling when you're in your early teens and looking for xmas presents hidden in your mum's room only to find out she has some toys of her own... I still have trouble watching porn)