I don't think Sony's conference was that awe-inspiring. They've done a great job PR wise, but ultimately Shenmue 3 and FFVII Remake will be available on PC at least. The fact that The Last Guardian is definitely coming is great, but I didn't like the exclusive DLC on COD (hated it when MS did it) or the timed exclusivity for FFVII. If you're going for exclusive content, invest in it yourself, don't moneyhat or leave it to Kickstarter. It was annoying when MS did it and it's annoying now, especially when Sony have such a large network of development teams.
Nintendo and Microsoft have to do more at E3 because they have the lower install bases and less mainstream awareness. Sony have an easier time of it as the market leader, already riding on a wave of goodwill with PS4. Personally I think both Sony and Microsoft had good shows, but neither of them did anything to change the short-term dynamic of the market. Microsoft finally seem to have a more distinctive and convincing vision of their role in the games industry, something that's been lacking since they revealed Kinect and lost focus with the 360. That could take years to pay off, though, and isn't going to change much here and now. Sony didn't need to do anything much to 'win' E3, but they very cleverly played into the hype machine with The Last Guardian, FFVII Remake and Shenmue 3. Even then, two of those games aren't exclusive, and one of them is a Kickstarter project, so I think the spin is more impressive than the substance, for Sony. (With 'substance' I'm not downplaying the games, I'm particularly excited about Shenmue 3, and have put money down for the PC physical edition)
As for Nintendo, short of revealing Zelda is coming in 2015 with a mind-blowing trailer, it's going to be a bit of a fun sideshow. 3DS is winding down and Wii U is never going to be commercially successful. That being said, I hope Nintendo do what they did last year, which was act in such an ebullient and positive manner that the immediate commercial reality didn't matter at E3. They're on a roll quality wise, so announce some spin-offs and smaller titles to complement their existing 2015 slate, and hopefully have Star Fox and something else as big end of year games. Announce some top-tier games for 2016, and they'll have had a good show, but again, nothing that changes the dynamic on the market. Importantly, though, Nintendo are cultivating a reputation that will stand them in very good stead when they finally unveil NX.
Moreso than Sony and even Microsoft, Nintendo are going to pitch their wares at a small core audience. Hopefully that means some fan favourite projects will come along (Metroid, F Zero?), which goes down well at E3. I honestly believe Super Mario Maker--launched earlier with Wii U at a lower price--could have been a game changer, but as it is, it's too little, too late. This will be the last E3 where Wii U and 3DS are the main sources of attention. Nintendo have got off to a good start by bringing out Smash DLC (which saved 20 minutes of broadcast time from the Event) and EarthBound Beginnings, so hopefully they'll build on that. Next year's E3 is going to be the really interesting one, though, for Nintendo.
