Well
I'm counting handhelds.
Just going in the same order you did:
NES - I was born a little too late to have the same attachment to it a lot of older collectors do, but that's not to say I don't like the games. 'Course I do. There aren't many games I want for it at the moment though, I don't have very many and my collection for it isn't likely to get much bigger anytime soon, but maybe someday I'll work on it more.
SNES - This one's tricky. A lot of the games I want for it never had a European release, so before I get serious about collecting for the SNES I want to try and pick up an American console. My collection is pretty small, but right now I have most of the games I want for it that I'm able to play. Still a few more I'd like to get though.
N64 - I grew up with the PS1 rather than the N64, so most of the games I'd want on the N64 I already have on PS1, but I'd still like the exclusives. My collection for it is fairly small, but I'd love to get boxed versions of my loose games and a few other exclusives I don't have.
GCN - Again, this wasn't the console I primarily played of this gen, so I'm not likely to get many games for it until I start getting enough money to blindly buy games. I can't think of any games I really want for it that I don't already have at the moment. A few that'd be nice to have, but not priorities.
Wii - Personally, not really a fan of the Wii. There are a few games on it I love but I can't really think of any other games I want to buy for it.
GB/GBC - Not really a priority at all. I can't really think of any games I want for it.
GBA - There are a few games I want for the GBA, but again, not really a priority.
DS - I kind of go in phases with my DS collection, most of the time I ignore it but every now and then I find a game I love for it and decide to buy more games for it, then I forget about it again. I can't think of anything in particular I want to buy for it at the moment but that's liable to change sometime soon. Not really a fan of the design of the console itself though personally.
3DS - Of the two modern handhelds I'm prioritising my Vita collection right now. Not really a fan of the 3DS's design for the same reasons as the original DS though. It'd be nice to get Fire Emblem: Awakening sometime soon, but other than that there's really nothing else I want for it.
PS1 - Aww yeah. This was the console of my childhood, and there are a lot of games I used to have that for one reason or another I don't have anymore, so I'm trying to work on getting those back. I'm not sure how much I'll prioritise collecting for it once I have them all though.
PS2 - Pretty much my go-to console for collecting, since the games are dirt cheap and CEX still sells mountains of them. I'll usually pick up any game I find for it that's cheap enough and doesn't look crappy, but there are still a number of not-as-cheap games I'm after for it.
PS3 - Considering I originally primarily played Xbox 360 in this gen, it's pretty impressive how much my PS3 collection has managed to swamp my 360 collection. Of all my non-handheld consoles I probably enjoy collecting for this one the most, since no games can really be called outdated on it and it's not by Microsoft. Ew, Microsoft. There're always more games I want for it, especially since they're still making games for it.
PSP - I have a love/hate relationship with this thing. I absolutely hate the design of the console, but there are quite a few games I want to play on it. I keep hearing about games for it that sound interesting for the PSP though so there's still a fair bit I want to buy for it.
Vita - Easily one of the most underrated consoles out there. I love this thing. I like collecting for the Vita more than any of my other consoles but right now I'm struggling to find more games I want to play on it. There are a few I'd like to pick up, but once I have those I'll just be waiting for more releases.
Master System - I bought my MS pretty much on a whim, I know next to nothing about its game library so I'm not really buying anything for it just yet.
Mega Drive - I also don't really know of many games for this one other than what I already have. Couple of games I do want to try and pick up for it sometime, but for this gen I prefer collecting for the SNES.
Saturn - This thing is bloody hard to collect for. My collection is pretty tiny, there are several games I want for it but they cost way too much, so this collection isn't going to get much love.
Dreamcast - I don't really know about this one. I've heard a hell of a lot of praise for the Dreamcast but I'm really struggling to find games for it that look interesting to me. There are still quite a few games I want to get for it though, but once I have those I'm not sure how much bigger my DC collection is going to get.
Xbox - This one defined my later childhood/early teens. Definitely agree about it being underappreciated, there are so many awesome hidden gems on this console. I'm pretty happy with my Xbox collection but as usual there are a few games I don't have yet that I'd like to get.
Xbox 360 - I haven't really touched this one since getting my PS3, nowadays mostly out of principle. I've got all the exclusives I want for it, anything else I'll just get on PS3.
WonderSwan - I have no idea why I bought this thing, but I have one now. I've only got the Final Fantasy 2 that came with it, it's hard to find games I can play without being able to understand Japanese but Judgement Silversword would be nice to have.
Am I doing it right?