For retrogaming get a PC because you can emulate almost every gaming system that was made before 2000.
You can also emulate the Dreamcast. nullDC 1.0.3 is pretty much perfect: I've just completed "Resident Evil Code Veronica" and am currently playing "Bio Hazard Code Veronica Complete" in order to see the additional cutscenes.
The Wii has the best version of "Resident Evil 4" and you can play the Gamecube exclusive "Resident Evil" and "Resident Evil Zero" on it as well as quite a few other great Cube-titles like "Eternal Darkness". Add "Zelda: Twilight Princess" and that's about it.
The PS2 can be emulated using PCSX2 - but this emulator is still very incomplete. Currently you need a PS2 in order to enjoy this massive PS2-library of games.
I need to get me a (modded) PS2 because I've sadly missed out on the "Devil May Cry"-series, the "Onimusha"-series and the "God of War"-series.
My ranking would be:
4. Dreamcast (although it's great, you don't need it anymore because of nullDC)