For twin stick shooters? Short answer, PS4 for Nex Machina and Helldrivers.
Long answer. Shoot em ups are generally indie titles. For best selection of quality console indie titles outside of PC, your best bet is probably a PS4. It has good indie developer support and some high quality console exclusive twin-stick standouts like Nex Machina and Helldrivers.
Switch would be a close second, which also has great indie developer support. Actually, I think Switch is probably getting more indies than PS4 nowadays, but be careful, a lot of junk indie games in there to weed through which some people have complained about. Still, a great platform. I'd pick this over PS4 only if you want added portability.
Xbox One would be my last choice. I don't think M$ has done a great job attracting indie studio deveopment. Only quality shoot em up that comes to mind on it would be Cuphead, which is an excellent (albeit crazy difficult) side-scroller and run n' gun shooter. I'm sure there are others available, but most would be cross platform on PS4 (Geometry wars, etc). Quite frankly, I'm surprised Xbox One was recommended due to limited indie developer games.
Other considerations include your interest in games outside this genre (God of War, Mario, Halo?), what your friends play on, how you like the controller, etc.