In terms of aesthetics and for nostalgia, my favorite is the TurboDuo I've owned since '93. For someone buying today, an OG PCE Duo (recapped) is probably the best, cheapest option.
Duo-R: tend to cost as much or more than a recapped Duo for no functional difference.
Duo-RX: even pricier than an R for no gain in usefulness.
Pioneer LaserActive: the only way to play the LA games (not that they're all that great), but it's bulky, hard to ship, and pricey as hell.
NEC LaserActive: functionally identical and even more spendy, but it's cooler because it's NEC.
Briefcase: a cool looking setup (preferably with the matching white PCE), but it tends to cost more once you factor in the cost of a Super System Card and the differential between an Arcade Card Pro and an Arcade Card Duo. Also, there's no replacement blazing lazers for 'em, and there's a few Games Express games that can't be played on 'em.
Super CD add-on: another cool looking system (preferably with a matching CGII) but they're pricey and often need caps.
The last two have the added bonus of being able to be paired with a SuperGrafx, but that makes for a rather expensive system just to gain access to a handful of SGX games.