For me I still have my original SNES with games and a Sega genesis new in [slightly abused] box with a large pile of games I picked up on ebay for $32. Both are sitting in a box in a closet, along with an Intellivision, N64, and a brand new Colecovision still in the box. (Plan on eventually getting an n64 everdrive) I ultimately want to have a game room where I can display them on a shelf with a CRT and other gaming "paraphernalia" as @ClassicGMR has mentioned. (Along with a full size Virtual Pinball Cabinet I dream of building)
What I do have set up is
an early run Dreamcast, which is capable of playing burned games on a CD-Rs (which I eventually want to upgrade to GDEMU)
Xbox360 which I installed custom DVD drive FW to allow playing backup discs
Hacked Wii U - a very underrated system
Wii U contains the entire content of the Wii board for backwards compatibility, including wii's ability to play gamecube discs. Since the Wii U's laser will not read gamecube games, that core is disabled. Wii U and Wii must be hacked seperately as they are 2 different system. The Wii U part is unlocked to play all backups directly from an external hard drive. The wii partition, using Nintendon't, will unlock the gamecube core, and allow games to be read from disc images. It also has an awesome, graphical custom loader which will natively launch wii and Gamecube games stored on a USB thumb drive!
3 Generations of Nintendo all playing Natively one one system, plus nearly all N64 games playable great using Virtual Console
Nintendo Switch is the latest console I have - modded of course ;)
I know the list contains a lot of newer systems, but for me, those are the ones that benefit most from playing them natively. Especially with how buggy Dreamcast, Gamecube and N64 emulation can be. The older systems I really want more for nostalgic / collectable reasons.