I think it's probably a bit difficult to really "rank" them against one another, so...
MegaDrive/Genesis: My first home gaming console and by virtue also my first SEGA gaming console. Loved this bad boy, and still do. There's still a lingering misconception that it's a "Sonic and sports games" machine but that couldn't really be further from the truth.
The system has so much to offer in terms of platformers, action-platformers, run-and-guns, shmups, puzzlers, strategy, and even quite a few really good racers, fighters, JRPGs, action-RPGs etc. Its most impressive games, like Sonic 2 and 3 (and Knuckles), Guardian Heroes, Alien Soldier, Phantasy Star IV, Beyond Oasis, ThunderForce IV, Gaires, Castlevania: Bloodlines etc., are among some of the absolute best games of that entire generation and easily hold their own against SNES's heavyweights in terms of quality.
I'd be quite envious of multi-system owners in this gen because you really got the best of both worlds if you had a SNES and Genesis (and for extra fun, if you had a Turbographx/PC-Engine as well. Neo Geo was the bee's knees in terms of lavishness but well outside of most gamers' budgets).
Saturn: I never got a chance to pick up a Saturn during commercial relevance and while I did eventually buy one off Ebay, my playtime with it's been through emulation. However I think this is really an underrated console especially when you factor in the Japanese output (a lot of the best ones that can be played today thanks to fan translations).
Some of SEGA's best 1st-party content came out during this system's lifespan. Games like Shining the Holy Ark, Dragon Force, Dragon Force II, Shining Force III, Panzer Dragoon, Panzer Dragoon Zwei, Panzer Dragoon Saga, not to mention some excellent arcade ports like VF2, Sega Rally, Virtua Cop 1 and 2, Dynamite Cop etc., and even simpler games like Magic Knight RayEarth which were fun Zelda-like games in their own right.
It's a 2D titan and has a shit-ton of beastly 2D fighter support from companies like Capcom and SNK, too, and more than a few original offerings that give it its own flair, like Enemy Zero (which had maybe the biggest "fuck you" move in a game reveal the industry's ever seen or will ever see. RIP Kenji Eno).
Dreamcast: This is still probably the one SEGA system I have the least amount of hands-on time with, outside of playing some of the games on other platforms like Crazy Taxi. There's definitely a lot here I know I would like if I got my hands-on time with them, such as D2, Skies of Arcadia, the Space Channel games, etc.
In any case, this was probably SEGA at their most zany in terms of creativity, and that bled over to their early 3rd-party offerings once they started making games for PS2, Xbox and Gamecube (many of those would've been Dreamcast games had the system stuck around, FWIW). I wish it had stuck around longer, but it is what it is. Regardless, it was also a very impacting system for what it helped set up for the industry going forward (most of which we'd see the OG Xbox expand upon; in a lot of ways OG Xbox did feel like Dreamcast's spiritual successor which is probably why it's a lot of people's favorite Xbox system).
