The only non-Nintendo system I have right now is a Sega Saturn (only because it came my way and I was not going to turn it down). If my financial status permitted, I would buy many classic systems, a PS2, and an Xbox 360. Of course I want to play the best games that I can. For me, Nintendo systems offer a greater selection of appealing games than any of their competitors, so they are the default choice.
I must admit that I felt really torn when considering an Xbox purchase about 4 years ago. I felt that I was betraying Nintendo after all these years. I was 11 at the time, so I had been playing Nintendo for a good 6 or 7 years. Eventually, I bought the system, but then sold it a couple years later. I only owned a couple games and never bought mega hits like Halo. I didn't follow the Xbox scene closely and few games captivated my interest. Now, I want an Xbox 360. Not desperately, but enough so that I would buy one if an excess of money came my way.
The moral of this story is that, although I feel a certain amount of loyalty to Nintendo, I can not let that stop me from exploring other options. You shouldn't either.