As Rol already mentioned the Atari 5200 is the king of fails.
But from the ones listed in the OP I'll go with the Xbone (it's possible that the Saturn was worse but I admittedly don't know that much about it. The WiiU is also a tempting choice but you know, Nintendo bias). The 360 did really well, it sold great and had an excellent library. The Xbone ruined pretty much everything. The amount of exclusives has been abysmal compared to the 360 and while it do get the far majority of third-party games most of them are inferior to the PS4 experience while the 360 often got the best versions. Sales also haven't been too great.