Nintendo revived the industry with the NES. They were more innovative than Sega, with their controller (shoulder buttons). Sony was successful with their PS1 introducing CD. They created an opportunity for third party developers. Meanwhile Nintendo gave consumers, thumb stick and rumble. Sony introduced DVD and Eyetoy with the PS2. Dreamcast introduced online gaming, but it became a success with Xbox LIVE. Microsoft also introduced custom soundtracks, hdd and easy to use architecture of hardware. Nintendo introduced the Wavebird. This generation Sony introduced Blu-ray and Wifi simultaneously with Nintendo. Nintendo also introduced motion (sony also a little) and avatars. Microsoft introduced achievements.
I think Nintendo made the most improvements for consumers. They are not so open minded towards third party developers. And that's the reason why they've lost some console wars. Sony and Microsoft are more open to third party developers. Sony's and Microsoft's first party games are less popular than Nintendo's first party this also helps third party developers.
Nintendo has the crown of innovation for consumers.
However, allmost all these innovations are not created by the Big 3. For example motion control was already possible in the 80s. And their are other companys that improve gameplay like Immersion. Most improvements are jsut introduced by the Big 3 to the mass market.
