Currently:
NEC PC Engine (using HuC and Magic Kit)
Nintendo DS (using devkitPro and PAlib 080808)
In the past:
Sega Megadrive (using a 68k assembler)
Super Nintendo Entertainment System (using some 65816 assembler)
SNK Neo Geo (using a 68k assembler)
Nintendo Gameboy Advance (using DragonBasic)