I think what you grew up with is really important. My first console was an NES, so the NES is my favorite retro console. However, the top loader I have doesn't really play too nicely with my HDTV.
I also love the SNES because it has some of my favorite older games and the system and games are readily available. I have an SNES Mini that i really love and it seems like I can always find some new game for it that I either don't have or never heard of. The disadvantage to the SNES is that the system has a habit of yellowing, but that's fixable if you're willing to take it apart and make some retrobright.
I was a Nintendo kid, so the Genesis isn't my console of choice. However, what makes it cool is that there are a ton of options when it comes to consoles, accessories and games. The Genesis 3 is great if you want a really small Genesis and don't care about the Sega CD or 32X. There's also the Genesis 2 and the original that work great.
What also makes the Genesis kinda cool is that it has some rarer consoles. The JVC X'Eye is a multisystem that is pretty rare/expensive and it plays Sega CDs and Genesis games without any add-ons. The CDX was made by Sega and it's much smaller than the X'Eye and similar in size to the Genesis 3 if I'm not mistaken. It also plays CD and Genesis games and I'm pretty sure both are compatible with the 32X. Genesis games are also really cheap and some of the Genesis versions are sometimes viewed to be superior to the SNES versions and I think the games are usually cheaper.
I love my Dreamcast. It's a great CD system and has lots of cool games. They're pretty cheap and there is a VGA option if you're willing to spend the money for it.
In the end it really is a matter of personal preference. The system with the games you want should be the system you collect for first. It might cost more, but you'll be happier in the end. You should also start going to pawn shops, flea markets, Goodwills, ect to find games.