Pre-NES: My mom says I would cry to play it when she played it with me in the room. (Lost)
NES: My mom bought it for me at Lafayette's (a defunct retailer). Came with Super Mario Bros./Duck Hunt. My 1st game system. I was 4. (At my old house)
Game Boy: Birthday gift, the earliest birthday I can remember. Turned 5. Tetris included. (Lost...bought many more)
Sega Genesis: Christmas gift the same year as the Game Boy. It (among other gifts) was left out in the open, unwrapped and by the mirror in my grandmother's house separate from the regular gifts. "Santa's" doing. Came with Sonic the Hedgehog. (At my old house)
Super Nintendo: Early Birthday gift. Bought from Montgomery Wards. Came with Super Mario World. (Lost...thrown away, perhaps...)
Game Gear: Christmas gift the same year as SNES. Came with Sonic the Hedgehog (but NOT packed-in). (No longer have)
Game Boy Color: I asked for one, and got it. 1st system I got that did not include (or was bought with) a game (though obviously all my Game Boy games were still compatible). (Still own)
Playstation: My mom hit the lottery and bought me a PSX on impulse, along with a second controller, a memory card, Street Fighter Alpha 2 and Bubsy 3D. PSX came with a demo disc of games. (Sold maaaaaaaaany years later)
Dreamcast: The one system that to this very day generated more hype for
me than any other system, I saved for a year (no job, still a tween) for a Sega Dreamcast. I lived in a household with a cousin that stole from anyone, regardless of who you were to him. The month of the DC's release, I had all my money ready. My cousin stole his way into my room, found my hidden cash, and the rest is tragedy. He both denied ever taking my money, then turns around and buys himself a Dreamcast. It created a "war" in the family between my mom/aunts and his mom (another one of my aunts)...I don't know who compensated me, but two months later I got my Dreamcast with its pack-in demo disc, and bought Sonic Adventure along with it. The Dreamcast would have been my first all-by-myself game system purchase. (Broken)
Game Boy Advance: My 1st ever self-purchased game device. Bought on day 1 of release. Brought home Super Mario Advance. (Sold for its various remodels, including the SP...do not own any of them anymore)
Nintendo 64: My 1st ever self-purchased HOME system. Got very late. I didn't buy one for myself until three months before the Gamecube was released. For years, I played my cousins N64 (I lived in the same household with each cousin that each had their own N64 so I never bothered to buy one or ask for one). Despite this, I actually OWNED games for a system I would get very late; GoldenEye, Super Mario 64, and Pokemon Stadium 2 were games I had before having my own system. (Like the SNES, I dunno where it went)
Gamecube: Christmas gift the same year I bought the N64. Mom mad me think I didn't get one, waited until Christmas night to surprise me with my GC. Like the N64, I already had at least one game (Melee) before even having the system. (Sold right before the Wii came out)
Xbox: The next year, I bought myself an Xbox as a self-Christmas gift (early gift, too, since it was October). Came with Jet Set Radio Future/Sega GT combo. Bought Blinx: The Time Sweeper and a memory unit. (Sold the Xbox a year later for Pokemon FireRed/LeafGreen. Much happier with that decision)
Playstation 2: Mom bought it for me as a Christmas gift the same years I bought my own Xbox. The only other time I got two systems in a short time (Besides the N64-GC year, see above). (Traded away for Super Mario Galaxy)
DS: The next year. Bought for myself as a (late) Christmas gift. Brought home Super Mario 64 DS. (Still own, but broken...have a second one)
PSP: My mom...hit the lottery again. Bought me a PSP and a copy of GTA: Liberty City Stories (which I didn't want, but Mega Man Maverick Hunter X was out of stock) and WipeOut (and a bunch of Yu-Gi-Oh! cards). (Sold the PSP...and bought another one (right before the Vita came out, echoing the N64-before-GC purchase)...and sold it again...)
Wii: Late Christmas gift, due to it being impossible to find at the time. Came with Wii Sports and brought home Twilight Princess and Wii Play. (Still own, still play)
Playstation 3: Bought as soon as the 1st PS3 Slim was released. I had Ratchet & Clank: Future over a year before I even owned a PS3. (Still own, mainly used for Bluray player and Netflix...yes, I play my WII more than this...

)
3DS: Bought the month it came out, the same month I returned home to visit family (they had no idea I was coming back in town). After my "vacation", I bought my 1st few games. (Still own, still play)
Playstation Vita: My friend Andrew gave me his Vita (plus SD card, WipeOut, and Uncharted for the Vita) a mere week after he bought it. For free. (I still own it)
Wii U: Preorder two, paid off one. Will pick up 11-18-12.