Dreamcast

It's really easy to run homebrew and ISOs on the Dreamcast, all you need is to burn blank CDs.

If you're interested in having a collection of games more conveniently, or if your Dreamcast's laser worn out, you can buy a USB-GDROM_Controller. This will let you load off a HDD instead of a CD.

Reseller
http://3do-renovation.ru/USB-GDROM_Controller.htm