Mine is snes- The amount of different quality games is amazing IMO, Maybe it's nostalgia talking but I still think the games still look impressive today. Even though Im not an RPG player at all, all the ones I really enjoy are on snes, IMHO they hold up better simply because of the 2D graphics. Some of the most important gaming series really came into their own on the snes, Super Mario World, Super Metroid, The Legend of Zelda, Contra the list goes on and on.
Saturn- Tons of great Import only shoot em ups and fighting games, the best controller ever, tons of great 2D games very high quality underrated games, unfortunatly Sega made some bad decisions in the US with it, but still a great nice system that is very impressive.
Neo Geo- I have to agree with blipcs76 on the fact that the Neo Geo is super pricey and I personally wouldnt reccomend the system because of that and the fact that really the only reason to have one is if you love fighting games, my personal favorite genre. But IMHO you cant really emulate that feeling on another console. Outstanding 2D visuals and great underrated fighters make this one of my favorites.
Gamecube- Of course I had to list the gamecube, I love it! Most underrated system so far, Tons of great Nintendo exclusives I love the controller great little system that holds it's own very well.
I'd have to go with the Jaguar as my least favorite, I have yet to play a game on it that is... well... good. I guess it had some potential but even thats hard to say because the exclusive for it are still horrible. Weird slightly awkward controller and horrible games make this a bad system