Gears of War cost $10 million. Source
Its safe to assume that high quality HD games cost $10-15 (as Epic would've have been able to cut a few corners, they had a game engine off the bat for example) million to make, not counting marketing. Now I would imagine titles like Lost Planet may be slightly cheaper and titles like KZ2, GT5 etc a bit more ($20+ million?). Wii games are probaly alot cheaper. I would guess around 3 million (on average) copies need to be sold for a good profit to be made whereas with Wii I would suspect anywhere between 300k - 1 million copies would do.
Incidetally, does anyone know why GTA IV cost $100 million? Seems abnormally high to me.
Manchester United 2008-09 Season - Trophies & Records