Dreamcast. Still has a better game selection than X-Box/GC, it had the best controller, and playing mini-games on the VMU was fun if you found good ones (Pinta's Adventure from Skies of Arcadia and a dungeon roamer from Timestalkers 2 just to name a few).
I still have a Sega Master System that I play when I get bored (Space Harrier and Teddy Boy all the way!)