Hmm... a bit difficult for me to say. I've had some great experiences on almost all the consoles I've played.
But if I had to pick just one, I think it would be the PS2. Shadow of the Colossus especially is a game I'm quite fond of. It was the first time I'd played a game dripping with that much atmosphere, so I guess it gave me a bit of an appreciation for more atmospheric games.
Of course, I had a lot of fun playing stuff like Spider-Man 2, Jak & Daxter, Ratchet & Clank, and so on, but SOTC just really sticks out in my mind as something special. It's cheesy, I know, but it really was an unforgettable experience.