My Nintendo Wii; second to this is my PC, which fills in the gaps Nintendo leaves behind.
The reasons for this, beyond being a fan of Nintendo since I was 5, is the quality of their 1st party games. I mean this in both quality of gameplay AND quality of character and story.
See, I don't need a gritty story to survive. And while Sony and Microsoft have their share of lighthearted or cartoonish games, they never really appealed to me as they always felt like they were trying too hard to appeal to an audience; be it adding grit to the character's environment or attitude to appeal to older players or dumbing down characters and making them overly comedic to get a chuckle from a younger audience.
(I'd love for someone to prove me otherwise, I'd love some solid games to consider when I get a PS3/360)
I've seen that very thing happen to my favorite character from the 90's, Sonic. In all subsequent games they've always tried to sharpen the edge on his personality and bring more conflict into his world via grit and explosions. It always comes off as immature.
On the flip side, Nintendo with all of it's properties has managed to avoid this stigma and has continued to make games that not only play well, but read well. Characters aren't overcomplicated bags of problems; the results are characters that appear rich with characterization and are fun to play as while not having to resort to too many emotional issues to appear deep and developed.
Plus, half of what makes games fun is how you play them. While you can never stray too far from convention, Nintendo does like to mix gameplay up quite often. Well, more often then other AAA game studios do anyway.
As for the gaps my PC fills, well, I finally got around to playing Arkham Asylum and it's quickly become one of my favorite games. Plus TF2 and Left 4 Dead are great FPS titles, I've never been good at console FPSs except Metriod Prime.
Long Story Short:
Nintendo fills in my love for rich, simple stories and fun gameplay while my PC gives me some of the deeper, story rich games that were too big budget to be made for Wii. It also covers a few fun FPSs as well.