Game Boy Color. The amount of time I wasted away on that with Oracle of Seasons/Ages was extraordinary.
Probably Gameboy Color/Advance.
With games like Harvest Moon, Mario, Pokemon, Zelda, Golden Sun ect ect it was fantastic.
Golden Sun is awesome. I'm still playing it through my PSP.
For me, I would definitely have to say the PSP. I've been using mine since day 1 in March of '05. It has plenty of quality games, having custom firmware and the ability to run homebrew on a portable console is nothing short of awesome, and it has introduced a hobby to me that I would have otherwise never imagined, which is coding.
Although I do admit, if homebrew wasn't available on the PSP my answer would probably be different.
If homebrew wasn't available, it would be a tough call. I might say my Genesis, just because it has an immense amount of sentimental value to me. It was my first console and it was the link that introduced me to what video games were in the first place.