I'll leave out the systems that I bought well *after* their life-cycle (SNES, Saturn), and concentrate on just the systems I've owned since they were relevant.
Really, out of the systems I have hooked up (13, at the moment), the one that I can easily say I've liked the least? The PS2. I know, you think I'm nuts, and that's fine. I got some use out of my PS2, mainly wrestling games, but the bottom line is that was EASILY my third-tier system last-gen, behind GameCube and XBox. Even now, the PS2 section of my collection is one of the smallest for systems I've owned since launch, and I think it's because I didn't get much into the PS2 exclusive stuff. Anything third party was generally better (for me) on GC or Xbox, mainly because I hate the DualShock. So, in terms of home systems? PS2, hands-down.
Handhelds are a different story, but a bit similar... least into handheld? PSP. I've tried. Oh, how I've tried. Outside of, again, wrestling games, I rarely, if ever, use my PSP. This isn't taken lightly, either, as I travel a lot. As in, 4 out of 5 workdays in the Fall, I'm away from home. I have ample time to play handhelds, and 99.9% of the time, it's the DS. I even own two PSPs, and original one and a 3000, in an attempt to try again... never took.