Dreamcast for me, baby. Although the Saturn is a close second.
Has my favourite game of all time on it, as well as being all round incredible. I still have mine hooked up the TV and occasionally play it. It's honestly a great system, and I love everything about it. Got one back in 2000 or so and have great memories playing on it a lot, hell the console is the reason I even became a "gamer", snuck into the living room after midnight and stayed up all night to play on it even though I had school the next day. I was around 4 as well.
Skies of Arcadia, Shenmue, Jet Set Radio, Sonic Adventure, Chu Chu Rocket, Power Stone, Soul Calibur, Metropolis Street Racer, House of the Dead 2, Space Channel 5, Phantasy Star Online, Evolution, Silver. There were a lot of games on the system and I loved it, especially the PS1/N64 enhanced ports it got.
Such a shame what happened to it, Sega of Japan truly were incompetent fools and did nothing good for the company outside of Japan (and even that's debatable, last I heard the PC Engine was beating the Mega Drive in sales in Japan somehow)