I'd have to say that the Dreamcast is hands own my favorite console. When I was in college, near the end of the DC's life a HUGE video rental place near my school was going out of business and had some ridiculous prices on used games... after speaking to the owner I bought their entire Dreamcast section for a couple hundred bucks (worked out to about $2 a game I think)... There were a lot of duplicates which I sold on eBay and made a good portion of my money back, needless to say I have an enormous DC collection...
I still play it regularly, probably more often them My Xbox, GC, or PS2.
There are just SO many good games and nearly EVERY genre. The Xbox is known as the Console FPS king but hell the DC had Unreal Tournament, Quake III Arena, Outtrigger, and Halflife, not to mention native keyboard and mouse support... it doesn't get much better than that.
I also agree that the VMU was one of the best console peripherals ever made, My biggest disappointment with current gen and next gen consoles is that none of them carried the torch of the VMU legacy, Heck with the tech we have today we could put a full color LCD in the controller, it's great for poker games and sports games...
Man I wish they were still making DC games....