I just want Final Fantasy XV to be shown and I'll be more than happy.

I'm anticipating games like Metroid, Animal Crossing and Paper Mario to be announced for Wii U. Maybe they'll announce localization for Fatal Frame. Of course they'll show Zelda, Star Fox, etc. No idea for 3DS except Bravely Second or Pokemon Z, and maybe a 2D Metroid.

Sony will definitely show off Uncharted 4. Maybe a God of War teaser or Ratchet & Clank. Obviously there'll be 3rd party stuff like Kingdom Hearts and Metal Gear. In my dreams they'd announce new Crash Bandicoot, but we all know that won't happen.

Microsoft has Halo 5, Scalebound and Quantum Break. I'm sure they'll show something of Gears. Other than that, I don't have enough knowledge of Microsoft's franchises to comment. They could tease a new Banjo game by Rare.

Bit early to be thinking about this but nonetheless:

Nintendo:
Metroid Wii U
Fifteen minutes of Zelda U gameplay
Animal Crossing U
Paper Mario U
Pikmin 4... I can dream

Microsoft:
Fifteen Minutes of Halo 5 gameplay
Scalebound

Sony:
Last Guardian
Uncharted 4

New announcements will be underlined

Sony
-God of War
-That robot dinosaur game which i forget
-Rime
-Uncharted 4
-FF15
-Metal Gear Solid
-Kingdom Hearts
-No mans sky
-Street Fighter 5

MS
-Gears of War
-Halo 5
-Crackdown 3
-New Rare game
-another Forza or Killer Instinct season
-Scalebound

-Tomb Raider

-Fable Legends

Nintendo
-Metroid
-Animal Crossing
-New core Mario or Paper Mario
-GC or Wii remaster
-Xenoblade
-Zelda
-Devils Third
-Pokken Fighters
-Starfox
-Project guard and that other one

-Oh and a couple 3ds games

-Monster Hunter

All three are set to have good E3's. I want to see more Zelda

In stead of it,you might get a  galaxy remaster for New3ds/xl.:P You wouldn't like it?

We pretty much know everything Sony and Microsoft is gonna show but Nintendo is a question mark besides Zelda U 
I'm going to say we'll see Metroid and a new 3D Mario at E3 2015, I'm prob wrong on Metroid though lol

There are actually quite a few Nintendo Studios that are working on unannounced games. 

Nintendo EAD Toky software development group #2: unannounced project, probably 3D Mario. Confirmed in July that they were working on something new. 

Next Level Games: unannounced project. Haven't released a game since Luigi's Mansion (march 2013). They announced in 2014 that they will be making games exclusively for Nintendo. 

Intelligent Systems: working on Project STEAM, but they're a rather large development studio, so this can't be their only game. Haven't seen anything about SMT X Fire Emblem, but that's a co-developed game.

Nintendo EAD Kyoto software development group #2: working on Splatoon, but it is heavily rumored that they're also working on AC: U

Nintendo EAD Kyoto software development group #3: working on Zelda U, a game which we know virtually nothing of.

NIntendo EAD Kyoto software development group #5: known for the Wii Fit series and Steel Diver. Haven't released a "big" game since 2013.

Monolith Soft - Kyoto software development studio: co-develops games together with Nintendo EAD. Their latest project was ALBW. Team consists of around 30 people. Might be co-developing a new Zelda 3DS title, who knows. They worked on Pikmin, Animal Crossing and Zelda. 

Retro Studios: unannounced project. Confirmed in february that they have been working on a new game for a few months already. Should have about a year and a half of development time at E3 2015. Is that enough to show off a new game? Maybe.

Nd Cube: currently working on Mario Party 10.

Then we also have Star Fox, but we don't know yet who's developing that game. Could be a third party studio. 

Nintendo:

New Paper Mario/3D Mario
The next 3DS Zelda game will be revealed
Animal Crossing U
A remaster.
Retro's Project
Metroid(?)
Gameplay of most things from the previous E3

These what I expect Nintendo to reveal

Animal Crossing (Wii U)
2D and 3D Metroid (2D one for 3DS, 3D one for Wii U)
Paper Mario 5 (Wii U)
2D Zelda Game (3DS)
Super Mario Galaxy 3 (Wii U)

All to release in 2016

We will also get a demo of Zelda U, Xenoblade, and Star Fox