I have an Atari 520STE, although that's really a computer, a Sega Gamegear, a Playstation, a PS2, and a Wii.
I did have a Megadrive but sold it a few years back, then immediately regretted it.
I also had a Gameboy Colour at one point.
The Megadrive has definitely been my favourite console, but the Wii comes a close second, although then again the PS and PS2 have some great games too . . . I like them all!