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If you're after a vintage collection, I believe 7800 would let you build up the most the fastest and cheapest - the library isn't huge, and it doesn't have the same demand as the Nintendo/Sega stuff. You could likewise go for an Atari XE for breadth since that lets you access the 400/800 platform's game library, and the white-pastel case design of those models makes them a good showpiece.
If it's emulation, the options are too prolific to name - you could plug in a USB gamepad to just about anything and get a really accurate experience. People do seem to like having a "game playing box" though, and that leads in the direction of an RPi, Anbernic, Miyoo or MiSTer.
If you are in this more for the idea of hacking on retro-styled projects there are a batch of new single-board computers pairing the vintage CPU with a modern microcontroller - the two I would look at for this are Agon Light and Neo6502. Agon has been demonstrated running MSX game code natively on its eZ80, emulating just the I/O parts: Link. Agon could feasibly run Master System games(the video output is limited to the exact same color palette), while Neo6502 might be able to pull this off with the Ataris or NES.