Well, I'm not much of an Atari fan, but I used to want one when I was a kid, and my parents wouldn't get one, A console with just games seemed stupid to them. But they made up for it with these.
These were what Nintendo became famous for in the 80's before they created a console and also the path maker for the Gameboy.
These are the originals of some famous titles:
Then there were others
I still own this one 'Turtle Bridge'
And my sister had this one 'Fire'
Oh yeah, I've never played Xbox, so I can't compare, I don't own a PS2, I only have a Sega Megadrive