one of my all time favorite games is not on any console... Zork....
however, thats not what you asked... i am some what biased towards the NES, spent so many hours on that thing... Rygar, SMB, Zelda, Kid Niki (man, I had Kid Niki down to an art)
i am only now discovering some of these other systems... like Genesis , Neo Geo, and others... thanks to a friend of mine hacking my PSP... now i can port all sorts of emulators and whatnot... so, right now i am playing NES on my PSP... Final Fantasy and lots of City Connection.
but, because an intellivision was my first ever system, then that would probably be my choice... i mean, the theme music for SNAFU is just awesome. other intellivision games i played Beauty and the Beast, Dragon Fire, Night Stalker... great, addictive and fun games...