I gave this allot of thought and i can't just name 3 consoles, I've had every console since the binatone to the PS3 I've even kept a few of them. Spectrums, C64's, Amiga's, Atari ST's, are NOT consoles they are fully fledged computers even though they were mostly used for games.
I also note that nobody's mentioned the Wii, or Handhelds which is interesting...
Here's my list...
Consoles
Atari 2600 - This was the first console i had that ignited that gaming spark, i spent a fortune on renting games and never regretted it. Fond memories
SNES - Games started to look like the ones in arcades, Had some great games and was a superior machine to the Megadrive in every way. It had that knack of when you thought it couldn't be pushed further something like DKC came out and then Starfox.
PS1 - The leap from 16 to 32bit was Huge and I've not seen a leap as obvious since. It also introduced 3D gaming and one of my favourite games of all time Wipeout. Also bought us proper fighting games in 3D.
Dreamcast - Wow! Never as a console had so many AAA games in such a short time, the games just kept coming. For a short time it was gaming heaven and anyone who says different obviously wasn't there

I have a vast collection owning just about every peripheral and game that ever came out. Absolutely love this console. It failed because Sega for whatever reason didn't tell the world about Dreamcast and only gaming geeks new what it was about. The games were also pirated to hell and back very easily with no cost or risk to the user and the general public were all waiting for the PS2.
XBOX - I know the PS2 was out before the Xbox and had more games but for me the XBOX is an amazing console from a Homebrew standpoint and the games it shared with the PS2 the XBOX games were better. XBMC still is amazing. I will never get rid of this console.
XBOX 360 - Lets be honest the console itself is a peice of junk, I have a PS3 and build wise it trounces the 360. But what other console as earned the right to be replaced time after time? It speaks volumes that people like myself are on there third console (RROD) and will not give up on it. The 360 as closed the gap between PC and Console games it's bought us proper online gaming in the comfort of our living rooms and like the Dreamcast were getting amazing games left, right and centre. The 360 will be remembered as the console that bought about the beginning of the end of PC gaming.
Those for me are the consoles that stand out. I have and do like all the consoles i've owned but the above are the ones that i feel are the elite.