It depends on which consoles and which handhelds. Anyone that knows me knows I don't much care for the Wii line of consoles. So if you mean of just Nintendo stuff, then yeah I prefer handhelds. But if you include all consoles and handhelds, then I prefer consoles. In my view, the PS3 and 360 are far superior to the Wii. I've got my reasons. Some heath problems that make the motion controls inaccessible to me, Nintendo's bad attitude towards third party developers, Nintendo's insistence on being different from everyone else despite what their consumers want, things like that. But Nintendo is still dominating in handhelds. They're still not very nice to third parties on it, but it's easier for them to make a profit because Nintendo's cornered the market on handheld gaming devices so it balances out Nintendo's bad attitude. (This attitude I'm talking about is the same reason it had a problem with third parties in the N64 and GCN, not just the Wii.)
I do like computer gaming a lot. But it's got one flaw that consoles win at every single time. Stability. Because of the wide array of possible computer setups, they can't develop a game that would work for all of them. But a developer has to make it stable when they know exactly what they're working with, in the case of a console.