Of all my consoles, and I have many, I play it the most. It has some of my favorite ports (Bio Hazard, Dracula X: Nocturne in the Moonlight and Quake), exclusives (Panzer Dragoon Saga, Deep Fear, Groove on Fight: Gouketsuji Ichizoku 3) and arcade ports (Virtua Fighter 2, Virtua Cop and Virtua Cop 2, SEGA Rally, Die Hard Arcade, X-Men vs. Street Fighter, Marvel Super Heroes vs. Street Fighter, Street Fighter Zero III, Vampire Savior, Virtual On: Cyber Troopers, Elevator Action 2: The Return, Metal Slug and King of Fighters 95).
I love how import friendly it is; especially when you take into account how many great games never saw the light of day here in the states. In addition, I like that you can trick out the hardware with RAM cartridges and a VCD card (I collect VCD, so it's a must for me). I also prefer the Saturn's controllers to any other, including the 3D controller.
The system had lots of potential, I feel. It went too soon and it didn't receive enough support from SEGA. Not from SOA at least.