PSP, because Sony's third parties are for win. Plus, they...just make better consoles than Nintendo.
See, every company has a strong suit:
Sony: Technology, third party support, rabid fanboys.
Nintendo: Mario, rabid fanboys, parents who buy video games for their kids.
Microsoft: Scads of money, evil, brainwashing, exclusive games, though most of them eventually come out for PC, because XBOX - PC ports are apparently cake.
Sega: Awesome games, but terrible marketing and short-sightedness.
They also have weaknesses:
Sony: Remember the PS2 Launch? Yeah. That'll probably happen again.
Nintendo: "Kiddie" image, weak third party support, lack of exclusive games, stubborn (We'll use minidiscs! It'll be brilliant!)
Microsoft: Evil, mostly uninspired game catalog.
Sega: Bankrupt. (Or close)