PS3 - can't private chat while in games..other than that, nothing really.
360 - paying for XBL, too many friends who have 360 that convince me to buy shitty games that I only end up playing for 2 weeks (in layman's terms, too many seemingly good shitty games).
Wii - friend codes is stupid? The controllers? Wii-mote is cool, but for some games (coughtwilightpincesscough) I want the option of not having to use that crap. Internal storage is a joke.