I currently own all of these, though all but the most current generation are boxed and in storage:
Atari VCS/Atari 5200*/XE*/Atari 7800*/Lynx/Jaguar/JagCD
Mattel Intellivision* (+Intellivoice)/Intellivision II* (+keyboard)
Vectrex*
NES/SNES/N64/64DD/GC/Wii
Gameboy/GBC/VB/GBA/GBASP/GBM/DS/DSL
Sega Master System/SG/GG/Nomad/SCD/32X/SS/DC
Turbografx-16/TGE/TGCD/PCE/SGX*/DUO/DUOR
SNK Neo-Geo/AES Cabinet/CDZ/NGP/NGPC
WonderSwan/WS Color/WS Crystal
GP32/GP2X
3DO (Goldstar)
Tapwave Zodiac
Phillips CD-I
Nuon (Samsung)
PS1/PS2/PS3/PSP
Xbox/Xbox360
I don't know if these are considered consoles, but they may as well be:
Commodore 64/A500/A1200
Supergun-type unit
M2 Dev Kit* (OK, this doesn't really count but whatever)
*=systems I got after they were long past their sell dates (usually because I was too young and, therefore, had to rely on friends that had them.)
