The NES doesn’t natively output RGB, but this page shows how to modify your NES to do it, as well as picture comparisons of how awesome it looks when you do.
This page has all the info you’d need on which N64’s can be used with each mod, as well as different mods available.
Information and comparison pics on why the Saturn versions. Also, RGB cable information.
This page has information about the Nintendo Game Boy line of systems, as well as which model is the best and how to display them on a TV.
TONS of GBA info, including comparisons and TV-out info. Every GBA fan should check this page out!
The Sega Game Gear can output RGB, but requires a modification. There are also multiple versions available.
Information on Wii RGB-out, as well as comparing the Wi’i’s virtual console games to the originals.
The Atari 2600, 5200 and 7800 systems require modifications, but can output RGB, S-Video and composite.
There is a video-out mod, as well as LCD mods available for both model Lynx handheld systems.
The ColecoVision can be modded for RGB-out, but the only output from the factory is low-quality RF.
There is a front-light mod available for the NGP, but no TV-out mod. There is a rare dev kit available called the K2_VIDEO which will output RGB.
Some CDi systems can output RGB with a modification. Many output S-Video natively, which is also a good solution.