I have purchased (and still currently own, other than the duplicates):
1) Atari 2600
2) NES
3) SNES
4) Gameboy
5) Gameboy Pocket
6) Gameboy Color
7) GBA
8) GBA SP
9) Genesis
10) Saturn
11) Dreamcast
12) PS
13) PSone (first one broke)
14) N64
15) PS2
16) PS2 (first one broke)
17) PS2 slim (2nd one broke)
18) Gamecube
19) PSP
20) DS
21) Wii
That's it so far. I'd like a PS3 and 360 but I haven't been able to justify the prices yet, so we'll see if I get them in the future. It would be too bad if this is the first generation that I haven't bought all the major consoles.