La NES ive heard it A LOT, and I use it myself, not at the begginning when it was used la Nintendo (as you said), but just as the SuperNES was released, I used it to differenciate both when talking with someone about videogames, and that was before the internet, and same with people I know, they used la NES when the Super was released.
La Super Nintendo, or just La Super was also used.
La SEGA ive havent heard it in my whole life. Always La Megadrive, La Master System (or la sega master system)....
Interesting! I bought the Master System in early 1988; I saw the NES before, but really never caught my attention. Sega did it way better, at least where I lived: the stands were 'full' of Master System material, while the NES was resting next to C64 and Atari and so.
In my school, when I said 'Tengo la Master System', not many knew what I was talking - there were the Spectrum and Amstrad days. But everyone knew there were two new gaming things, and they came from Nintendo and Sega; so they called them 'La Nintendo' and 'La Sega'. That was the very early days, I must say.
Then, in 1990, the Megadrive appeared; 'la Sega' was innapropiate, and there were A LOT more console gaming culture, so new forms of calling seemed natural: 'la Master System' and 'la Megadrive'. 'Sega' dissapeared.
In 1992 it came the SNES. I knew a lot of people with NES and SNES back in that days, but I really never knew one calling them 'la NES' or 'la Super NES': they were always 'la Nintendo', 'la Super' or 'la Super Nintendo'. You can even check the advertising or the Spanish gaming magazines. I just knew they were called NES and SNES in some places because I used to read CVG and other English magazines.
But maybe all was that way because we lived in a small region; maybe in Madrid or Barcelona the situation was different. Are you from Madrid or Barcelona?