Well if it's just limted to those three, I'd say either a Saturn or N64. Dreamcast was a nice system, but honestly it's a bit overrated, and was hardly Sega's best console. In spite of the fact that it didn't have an honest-to-god Sonic game for it, Saturn was actually a great console, and had a ton more (in my opinion anyway) cool games than Dreamcast did. Just as a sampling, it had:
Sega Rally, Virtua Fighter, Fighters Megamix, Nights, Clockwork Knight, Bug!, Astal, Guardian Heroes, Shining Force III, Panzer Dragoon, Dragon Force, Legend of Oasis, Burning Rangers, Daytona USA, House of the Dead, Shining the Holy Ark, Albert Odyssey, Saturn Bomberman, Shinobi Legends, etc., as well as a lot of far superior (because of load-times) arcade ports, mainly fighting games.
Then of course the N64 kinda speaks for itself too: Mario 64, Pilotwings, Waverace, Mario Kart, Goldeneye, Blast Corps, Body Harvest, Turok, Diddy Kong Racing, Banjo-Kazooie, Star Fox, Perfect Dark, Extreme G, Duke Nukem 64 ("censored", but more content), Doom 64, Mischief Makers, Mario Party, Killer Instinct Gold, 4-player NBA Hangtime (not to mention 4-player for a lot of sports, FPS, and racing titles), Conker, etc.
So I dunno. N64 is likely cheaper to get/collect, because the system and it's games sold better and are more widely available. Saturn would be a great investment, in fact I'd like to get one myself someday, but it's bound not to be a cheap endeavor.