I'm going to say PS2. Because it's the only one I own. And it's sitting sadly underneath my bed collecting dust waiting for me to get an urge to play it like I do every 5 months. xD
My first game system (not counting Game Boys) was a Game Cube (back in 03, I think) and I remember loving it so it's definitely a favorite of mine, even though it's not too popular. I have a PS2 right now, so I'm gonna say that's def. THE favorite lol (besides Wii).