PSX ... because it was cheap, and at the time had the best games, and I could borrow scads of them off my brother / other family / friends.
PS2, because said brother handed it down to me, and again it had my favourite games. There wasn't much on the EggsBocks that actually interested me much. Plus the controllers were comparitively gimpy next to the dualshock.
PC, because I've had continual PC user experience going back to the early 90s (when we gradually transitioned from an at-the-time-fairly-similar Atari platform), and it quickly became that the main reason we bothered upgrading the machine was to keep up with the gaming market. But for Final Fantasy 7 and Need For Speed we might still have been using a 486 come the turn of the millennium, because it's not like anything else we did with it really stressed the processor, memory, disc or graphics card. So it's only natural that some PC interest is retained, even though with a far more limited upgrade budget these days I'm kind of limited to increasingly old, or low-resource-demand indie titles.
Amiga ... because it came free with some other hardware, and I figured I may as well. Strangely the games I've ended up playing the most on it are those that were also available on the Atari and/or PC also. I guess quality really is cross-platform.
Gameboy, because... well, who doesn't?
SMS because it's like the old GG we got given for Christmas one year, but on the big screen. Yet somehow, still in apparently worse resolution thanks to the RF cable.
Sonic 1 will stomp all over your Mario and Megaman nonsense. And the colours and sounds are much nicer than on the NES.
Phone, because I ended up being given a hypersophisticated touch-interface cyberspace-connected pocket computer for free along with a remarkably cheap phone contract. Why wouldn't I put a few interesting diversions on it?
Not: PS3 or X360. Because I'm not made of time or money. Sorry. They all seem to be focussed around online services that charge a monthly fee in order to play samey games where you blow stranger's heads off over the internet. I got internet deathmatching out of my system in the late 90s already, and really can't be bothered with it. I know the XBLA and so forth have a lot of cool titles on there, but that's a shitload of money to pay out for what is basically the TV-based equivalent of downloading freewares thru my PC's web browser. And I know there's various non-gaming entertainment options available via the deck, but I already have Smart TV and a Blu-Ray player, so that ceases to be any kind of USP. Can't be having with COD or FIFA, the PS2 version of GT is barely distinguishable from the PS3 one in any meaningful way, and I still haven't got thru FFX let alone having the time to invest in story heavy stuff like Mass Effect (gods you shoulda seen how long it took me to get thru Monkey Island 1+2 when I rediscovered the CD)... hence... "feh".
The "modern" console I've played the most of is actually the Wii, at friends' houses, as it's a lot more focussed on people actually doing stuff together in the same room. Like it was back in't day. (Yeah, OK, you have things like Mashed, but like hell am I going to spend all that cash on recreating the days of Micro Machines 3D on the PSX, when I can just plug in the PSX and pull Micro Machines 3D off the shelf) ... Haven't got one myself as my lounge is embarrassingly pokey, and flailing about with a Wiimote (let alone a kinect, or a dance pad, or a load of rock band instruments) would just be a liability.
EDIT:
Incidentally, given some comments above about "gaming from your couch"... Hmm, yeah.
Old 32" LG HDTV, meet a longish pair of VGA and audio cables, and the old PC I keep in the lounge next to the couch (removing the need for wireless controllers) for classic gaming purposes. Ditto the miggy... In fact of late I've been testing some old projectors from the work stockroom in my off hours, shooting an 80-ish inch image from that nearly 20 year old hardware right onto the wall, whilst eased back on the cushions. Ain't no pixel like a pixel the size of your pinky thumbnail...