If I had to choose four (since you are giving me that option)consoles then they would probably be: Super Nintendo, GameBoy Advance, Nintendo Wii and the Playstation 3. The game of choice on each (in order) would be: Super Metroid, Fire Emblem, Xenoblade Chronicles and Uncharted 2.
My favorite game consoles of all time are my PS2, my SNES, and my PC. I should probably include Gamecube on that list as well.
I've used my 3DS a ton since I got it, it's well on its way to sitting beside those three. I played my 360 a ton over 5 years and I'm very thankful for owning it. However, combine Microsoft's shittier and shittier treatment of the UI and the console in general with the fact that most of those games are also on PC and I don't think I want to include it. The games themselves were great, but the user experience in my case was not.
EDIT: Oh! Games! I forgot to mention those!
For the PS2, my current chosen game is Nocturne, and probably my favorite PS2 game was Ratchet 3. Or Jak 3. Or Battlefront. Or... there are too many to count. For SNES, Super Metroid. For PC, Skyrim and Oblivion take that cake for my favorites on that platform. The Gamecube has Metroid Prime and Super Mario Sunshine on it. My 3DS has Etrian Odyssey IV on it, and Chrono Trigger as an original DS game. As for my 360, the exclusive there that I enjoyed the most was Halo 3.
If you mean "What is your preferred game console right now?" then it has to be the PC. As for my prefered game, hmm....TF2? I've kind of moved away from having a favorite that I come back to again and again in the past year, but before that the most recent two would be TF2 or the Binding of Isaac.
Now, if you mean "of all time" then it has to be the SNES and Super Mario Kart. I've probably won upwards of a grand in high stakes SMK games. Yeah, I played enough SMK (even now) to have cash games with my friends. Yes, that is exactly as
stupid awesome as it sounds.
Definitely my 3DS, since it feels wacky to consider my computer a console...
Let's assume preferred means 'most played'; in that case:
Also, I'm genuinely surprised to see that so many people still use their original Xboxes :P
I have stuck with mostly PC from around the N64 period (maybe 70% of my game time spent). Survey results seem a bit hard to buy into on this one though - after the new consoles come out it will probably take at least 2 years for everyone to start seeing consoles as the ragged underclass again (A decent 4k TV has made it to TIgerdirect at $1300, so the old 1080p boxes will not maintain any modicum of parity for long - in the case of people that care about graphical fidelity anyway).