I have to go with 3DO, it got my long since retired father into video games (he had no problem with me playing them but I think they were just not interesting to him), loved playing Gex for the first time (coming from Super Mario World to Gex was just mindblowing, graphicswise). I remember the first time I played Killing Time (1st time to ever play an FPS and loved it), Need for Speed, Road Rash, Star Fighter (that really blew my mind since I was used to playing EA flight simulators on Genesis and this was just so cool). There are plenty more that I liked like Brain Dead 13, the first game to get me to laugh and then there was Psychic Detective, the first FMV game I played (I later went back and started collecting them on Sega CD).
Jaguar was one I always wanted to try out but never got around to. AVP was at the top of my list with Iron Soldier close behind.
CD-i was the anomoly for me, my father wanted me to buy it since it was advertised with "edutainment" options but I was able to hold off on that one (the local Best Buy had around 130 or so titles for it but over 2/3's of them required the DVI cartridge which was never in stock or included with the system so games like Dragon's Lair and Space Ace were out).
Amiga CD32 was interesting but it was not an option to me to have to order over the phone every game I was ever going to get for it. That and the games just didn't strike me as anything special.
As far as never released in America consoles, I was always a fan of the FM Towns Marty for some reason and the Super Grafx system (probably a fan of both for arcade perfect ports and no one else around me would possibly ever have one).