My favorite of the last generation was PS3. It was the Ryu to Xbox 360's Ken (meaning roughly the same console), but instead of getting a second 360 or getting it fixed, I just turned it in for a PS3 and I've been extremely pleased. Don't have to pay to play online and I've been more impressed with the PS+ free games than the Games With Gold.
Of all time, I'll say PS2/PS3 (split). With the current generation it's too early to call. I currently have a Wii U and PS4, but the PS4 and Xbox One won't pick up steam until the middle of 2014 really.