This is a tough one. The only one I don't own is the Master System (can obviously play the games on my Genny, but still). Gonna have to go with the Dreamcast with the Genesis at a VERY close second.
EDIT: Forgot the why - because the lineup was absolutely bonkers (Space Channel 5, Sea Man, Jet Grind Radio). Sega was green lighting everything for the DC and it was a thrill!
Retro Tech Select - My Youtube channel. Covers throwback consumer electronics with a focus on "vid'ya games."