I love each of these consoles in their own way, by some combination of their own merits and my own associations of them.
The first game I ever played (or at least the first I remember) was Sonic 2, at a demo kiosk at a Canadian Tire while my mom was shopping. That's the sort of thing which sticks with you forever. At home we ended up getting an SNES, and although the SNES' highs were clearly higher than anything Sega put out, I think the average Genesis game holds up better (and it certainly has incredible gems of its own). The faster and easier to work with CPU, I think, gave devs a bit more breathing room; the FM synth has an iconic, crunchy, aggressive, alien sound that's way cooler than the canned, fuzzy, plinky soundscape of so many poorly-made SNES scores (of course, again: the best SNES soundtracks are sublime). You could put Go Straight from SoR2 on at a club now and get the dance floor going. The only thing about it that's dated badly is that it really, really could've used a richer colour palette.
As a kid I never had a Sega CD, but I did have a Windows 3.1 computer, and it feels part-and-parcel with that era of "multimedia". It's all nostalgia, but I love the grainy look of the FMV, the very particular abstract and geometric style of the CGI of the era, the metallic sheen of those digital CD soundtracks. It's got some fantastic games, too: Sonic CD is a classic, and Lunar 2 (particularly if you can read Japanese and don't need to endure everything Working Designs did to it) is, as far as I'm concerned, up there with FF6 and Chrono Trigger as a definitive 16-bit JPRG.
I of course understand why the Playstation won the 32-bit era, it's a better system than the Saturn with better games overall. But the Saturn has some absolute classics (again, Japanese knowledge helps here). It's not a system that I had much experience with at the time - except, again, for some time spent at a department store kiosk with Nights, which entranced me - but it's come to me to feel like the more interesting, mysterious machine than the Playstation.
The Dreamcast feels more like the end of the 32-bit era than the start of the next-gen: a 32-bit system with next-gen performance. To me the quintessential Dreamcast game is fast, buttery smooth, vibrant, colourful. Again, it's easy to see why the PS2 came out on top, but looking back now I see the PS2 era more as a trial run for "modern" gaming - dark, muddy, slow, clumsy versions of the sort of games we're playing now; whereas the Dreamcast was home to the absolute best of the games we were playing then.
Not sure if that's true in most places, but at least in Brazil, the Master System was incredibly popular... I don't live there anymore, but around just 10 years ago I remember seeing it still for sale (though IIRC they used a different name then - but it was clearly the same) as a low cost game console (average people just can't afford a PlayStation). I had a Master System in the late 1980's and then a Mega Drive, and really loved them both... the Mega Drive was definitely a huge upgrade from the Master System (I was upgrading to Master System from Atari, which was a similarly big upgrade). I never upgraded again, to the Saturn, just because I stopped gaming almost completely for a while (I started playing in a rock band, it was the 1990's, all the cool kids were doing it)... and I got a PC (also Windows 3.1, classic Pentium 100MHz!) and started doing my gaming on it.
It was also very popular in Europe (and Australia?) - not sure if there's any real reason for that, but the consequence of it - this [0] absolutely incredible rap by two British teenagers - makes me very glad it was.
In North America and Japan, though, Nintendo absolutely commanded the market. Basically no one had a Master System.
Back before retro consoles were really collectible, I snapped up a giant pile of SMS stuff at a thrift shop for 35 USD.
I believe it was almost my whole collection:
- SMS 1st gen - 2 controllers - Light gun - A few card games in their original boxes - ~25 cart games, most of them in original boxes, some with manuals
When I was living with a friend post-college, we would actually play it a bunch. Dreamcast and PS2 as well.