I have never had a Console either, but I have played on one or two at my friends' houses. I'd have to go with the SNES. I really like Jump'n'run games (usually) and had a lot of fun with both Super mario world and Castlevania games. And it had better graphics than the NES.
The other consoles I had even seen or tried were a NES, Master system and a playstation which though it had good graphics compared to the other consoles at the time still didn't have much gameplay.
When I hear the name "Playstation" I instantly think of comb raider. And I didn't like that game much at all.
Ok if I had tried Megaman X4 or X5 on it (weren't those released or am I mixing up consoles?) I might have gotten a better view on it.