I don't count Game Gear for myself because it isn't a console. I suppose if anyone is really going to claim to have all U.S. Sega stuff, you'd need Game Gear of course, Pico and probably more stuff some of us don't really want. If there was an adapter that allowed you to play Game Gear games on SMS or Genesis I would start trying to complete the set.
I thought there were about 600 individual titles released in Japan for Saturn. That does seem a little low though.