My favorite is the 360 by far.
I've owned a NES, Genesis, N64, Dreamcast, X-box, 360, and PS3 but the 360 is my favorite because it's has all of the current gen games I like as well as XBLA, backwards compatibility, and compilation discs that have given me most (and in some cases all and more) of my favorite games from the Dreamcast, Xbox, N64 and Genesis.
PSP probably (and by proxy, my current Vita). An amazing treasure trove of games are available on that system, and it never got quite the attention it deserved from a lot of mainstream game outlets. I know the GB folks were always really dismissive of it, which is a shame. It really had some of the best games of the last generation on it, and was basically the bastion of solid JRPGs.
I love my PS3 as well, it doesn't get as much use as my PS2 did, but since mine is backwards compatible that isn't an issue. Lots of really great games, it's region free so I can import stuff from the US, and it makes for a good media center. XBox and 360 are both dead in the water here, so it'd be a horrible investment to buy a platform that virtually nobody uses. Nintendo stuff...I'm actually not into the big first party Nintendo franchises that much, which I always saw as the main reason to get Nintendo platforms. The DS, however, had some really great titles. Not as much as the PSP, but it was a really good buy.