I've had a number of consoles, but in my early gaming days, I played mostly on friends' systems. It wasn't until the NES (but mostly PCE) when I started really getting into gaming.
Consoles:
Colecovision - first console... still pretty good IMO. Broke a long time ago.
NES - who didn't have one? Well, I don't anymore.
FC+Disk - took me 20 years to get those.
PCE - birth of a legend.
MD - Bought one in '89 or '90. Sold it and a year later or so, bought another one and sold it. Haven't had one since.
SNES - Bought it for SF2. Traded it in for a PSX when it came out
SFC - Found a working one for $5 at a flea market a few years ago.
PSX - Not sure what happened to it.
Sat - Had 3 Saturns(!) at one point. Basically bought them used and eventually sold them to friends. Recently I bought a JPN Sat to play the games I still have.
DC - Fav of the "current" gen.
PS2 - For the longest time, I didn't want one, but too many games I wanted to play were on PS2 so I caved in.
GC - Bought it for Wind Waker.
Handhelds:
Microvision - I don't have this anymore... it was stolen or something a long time ago. Pretty cool back in the day.
GT - I picked one up in the mid/late 90's when a store was clearing them out.
GBA SP - Couldn't resist. 2D games forever!
DS - Interesting concept. Love the games.
PSP - Suckered by hype. Nice looking unit, but no games I want. Other than Ridge Racers, I've been using it for emulators.
Computers:
C64 - It seemed like everybody in my neighborhood had one. My first computer.
Amiga 500 - My favorite computer. Sold it a long time ago to get a 386 (ugh). A friend of mine gave me a good deal on another A500 a number of years ago.
PC - Not much to say. I don't do much gaming on PC 'cept for emulation and various indie and "remake" games.
Wow, I wrote more than I thought. hehe. Well, as for collecting, I really only collect PCE stuff. I've been casually picking up Famicon, SFC, MD when I see something cheap that I like. I don't particularly collect for other systems, but after time, all that crap adds up!