Never had a Game Gear but the Master System was my first console. At the time I thought it was amazing - Sonic 1 and 2 were loads of fun even if they were frustratingly difficult, and Alex Kidd was the stuff of legends. Also, Castle of Illusion. Man, that brings back memories.
I remember the Master System had a lot of good lightgun games, too. I wasn't an RPG payer at the time, but I understand the MS hosted a lot of good adventure games - the first ever Phantasy Star game, Ys, Ultima, and so on.
My poor Master System rapidly started gathering dust once I got a Megadrive, but I still pull it out of retirement once every few years to try to beat Alex Kiddd in Mirale World. I've still never managed it (and that's including use of the continue cheat and the level warp...).