I do, the Sega Dreamcast.
It was only in production for a very limited time and did not even scratch the surface of the expectations for sales but I had a lot of fun with it.
For one it is probably still the best system ever for fighting games, it was just ridiculous for what it had in that department. I also remember enjoying Virtua Tennis way too much and really liking Shenmue II (i ordered it from the UK with a emu disc). Skies of Arcadia and Grandia II were great but sadly pretty much the only good rpg's and pretty much just only on the system. Project Gotham Racing on it was great too, played on a monitor with the S box it was amazing.
With the death of the DC is also when my brand loyalty died since I had been a Sega gamer since the Master System, now I just go wherever the games are.
Do you have a favorite "failed" system?