I think the most fun i had was probably on my sega mega drive. I think that was a classic time for gaming. sure some of the games on playstations and x-box and things have been technically superior, but i have fond memories of that system.
I grew up on the Genesis and the SNES - the games I remember distinctly are Super Metroid, Super Mario All-Stars and the three Donkey Kong Country games (SNES), and of course Sonic the Hedgehog 1-3, Ecco the Dolphin, and QuackShot (Genesis). It was twelve years before I could beat Sonic 2 - and I did it on the GameCube mega pack version, lol.