So despite the fact that I own a lot of Sega stuff, I've never actually really played any Sega games.
I've never really played anything on Genesis, 32X, Saturn, Sega CD, or Dreamcast. Don't get me wrong, I played NBA Jam and Primal Rage on Genesis at a friend's house as a child for like 10 minutes. And as an adult, I played WWF Royal Rumble on the Dreamcast for like 5 minutes.
So my default has to be Game Gear. Which, before all of the capacitor issues and stuff, and if you used an AC adapter instead of batteries, it was a fine system.