Even though people on here would put me in the fanboy corner, if a console has a game I really really want to play, I put the money down, simple as that. Thats why I bought a PS3 (Demons Souls) and thats why I don't have an Xbox (no Demons Souls and I didn't buy into the whole Halo hype since I was a WoW addict at that time).
Right now I am not jealous of any exclusive game since I have the vast majority of relevant consoles and even the irrelevant ones (obligatory shot @ PSV and somewhat 3DS until Nintendo gets their shit together and actually releases Bravely Default for SE in the West).

Overall I am more jealous of japan exclusive games then of console exclusives.

The only game I wish I could play is Halo

The final fantasy main series on non-Nintendo consoles. Grand Theft auto not on Nintendo home consoles.

Earthbound that is all.

I own a Wii U, 3DS, PS3 and a Vita. There are a few games that I'm jealous of.

XBOX360- Halo 4, Forza Horizon.

Those are the only games that I really want on the 360, so I haven't been able to justify a purchase of one.

PSP: Sonic Rivals/2, Monster Hunter

PS360: Bayonetta, Sonic Generations

PS3: One Piece: Pirate Warriors

Vita: Phantasy Star Online 2 (upcoming)

PS3-Tales games, Ni No kuni, Final Fantasy (well less so now)

360-Always wanted to try Mass Effect series

Vita-hmm.................................................................................................well not yet but it's too early to judge, maybe some JRPG exclusives and Tearaway seems fun enough (Though I'm befuddled by the little guy's design)

Not a fan of Microsoft but Gears of war is cool. As for Nintendo theres nothing on there consoles I want (unless theres a remake of a top down Zelda)

real final fantasy on nintendo...

I don't hate the 360 by any means but I'd like the first Gears game, a couple of Halo games, and Forza Horizon. Not enough games really for me to justify buying one though.