Okay. My first console I've gamed on is an MSX2-Arabic PC, and with all sorts of quality titles on it from Konami like Penguin Adventure, Metal Gear, Vampire Killer (Castlevania spin-off), and their NES titles like Contra, TMNT, amongst others and much later on through emulation Contra, Metal Gear 2, Snatcher and SD Snatcher on the MSX, my fanboyism of Konami was pretty much sealed.
My PC gaming days also goes quite back, but overall, like Ssenkahdavic, I'm a huge Sierra fan for all their Quest titles.
I've also owned all Nintendo platforms, and NEVER have I been disappointed with them or their first party titles, and especially with the third party efforts on the NES and SNES. I could go on and on, but I think most people here would understand what I mean.
Now as for Sega...I've played some of their games at a friend's way back, but never really saw what their titles were worth until much later on when I started to dig deep through shops and online stores for a Dreamcast and Saturn (And a Genesis, obviously through emulation). They still make solid titles to this day (most notably Valkyria Chronicles, my third favorite PS3 game).
As for PlayStation titles, really I could go with the obvious in that both the PS1 and 2 had really excellent third party support (it had my beloved Metal Gear, that's more than enough!). But also with games like Twisted Metal, Crash Bandicoot, Spyro the Dragon, Ape Escape, and later on Shadow of the Colossus, Jak and Daxter, and Ico, I started becoming a Sony fan. This gen they continue to publish games that interest me/are close to my heart.
Now regarding Microsoft, really I give them credit for bringing online gaming similar to what we see in PC gaming to consoles (Xbox Live, basically). But as for games...really, the only titles they developed or published that I actually like are Halo, Gears of War, Age of Empires, Lost Odyssey and to a lesser extent Fable. PGR is all right, but everything else...I don't know, I never really got into them. If Microsoft would expand their studios and start pumping out more quality titles my opinion of them can change. I can say this though, the Xbox has one of my favorite games ever and also the most underrated game of last gen, BreakDown.
So overall? Like I've stated many times before, I do lean towards Sony and Nintendo, but really I like all my consoles and I always try to be a reasonable person.
Rockstar: Announce Bully 2 already and make gamers proud!
Kojima: Come out with Project S already!