Consoles: when I had only the Intellivision, I'd have liked the Colecovision too. After, for many years I was almost happy with Sinclair Spectrum at home and playing at arcades, but I wished I had a Commodore C64, that had a much better keyboard. Then in the first half of the '90s PC games reached a level at which I preferred them to other platforms and in 1997 I bough my first PC (the only one I didn't assemble personally since then).
Currently my PC backlog is large enough that I can delay other purchases, but with more time I could buy a PSV if I find it new with a 16GB or bigger card and a game bundled within 100 euros.
Games: after playing AD&D:Treasure of Tarmin on the Intellivision, I wanted the first AD&D game for it too, but the only time I could find it in a shop here in Italy, I had not enough money and I wasn't in my town. Later I couldn't find it anymore.

the Gamecube. and i wanted super mario sunshine and starfox adventures

NES... My family was way to poor to afford it back then.

gb micro

First Xbox and a few games is what I'm missing.
Apart from that I'm thinking about getting 2DSs for fun (but I own a 3DS so how is that a console I never had).

The console I will never get: Dreamcast 2
And I'm not saying "a SEGA console", but a Dreamcast successor with new stuff that is way ahead of its time, combining the other consoles of 2025 in one today :)

Vectrex

But at that time I simply couldn't afford one. And as I was in being still in programming I bought a TI 99/4A instead (which had some games too)...

Most consoles before the 7th gen. I only owned a NES and I have a broken down N64. I wish I could have owned them all!

I always wanted a Neo Geo & Metal Slug. Thankfully that game's now pretty widely available.

As a kid I always wanted to have a PS2... (along with some Jak and Daxter game which I can't remember) the commercials were just intriguing. Got the system last year, so that's technically off the list. (the game isn't, still have to get that. )

The Sega Genesis. Now I don't really care as I might end up purchasing the games and then emulating them, but as a kid I owned a SNES and my friend had a Genesis. While I loved the SNES, he owned a lot of good games on the Genesis.

Back if you didn't own the console it always felt like the grass was greener on the other side, especially if your friends had a lot of good games for that console you didn't own. The grass stopped being greener when the Playstation came out. Playstation was where it was all at.