Had to be the Dreamcast for me. I was the only one of my friends that was interested in it. Watched every preview for every game, watched every ad for the console itself, was obsessed with the whole "9.9.99", "It's Thinking" marketing...
I ended up getting Soul Calibur, Sonic Adventure, Ready 2 Rumble, NFL 2K, and Blue Stinger at launch. I still remember the employee at Software Etc (now Gamestop) complimenting me on my choice of games. I was very proud of that. What a great time. I was 12 or 13 when it came out so it was that perfect age for hype.
I also lined up for 12+ hours for the Xbox 360 and the Wii, which were great memories in and of themselves, but nothing can compare to the hype I felt for the Dreamcast.