All the systems (except PSP) have had shortages in various places at given points:
Wii:
USA - Nov 2006 to Feb 2009
~ Dec 23 - Jan 2010
Japan - Dec 2006 to June 2007
Europe - Dec 2006 to May 2008
PS3:
USA - Nov 2006 to Jan 2007
Aug-Sept 2009
Japan - FFXIII week
Europe - March-April 2007
Dec 2009
X360:
USA - Nov 2005 - Feb 2006
DS:
Japan - Mid 2006 - Jan 2008
USA - Nov-Dec 2008 / Dec 2009
Europe - Nov-Dec 2008
Wii is more unpredictable than the others though because it retains high demand month in/month out in the west, whereas the unpredictability of DS was more centered in Japan. Nintendo had just lowered its forecast for the 3/2010 year from 26m to 20m and analysts thought that was too high, now it looks like Wii may get to 21m or so and they'll be blamed for being too conservative.
Whats interesting about Wii is it went:
Sept 2009 Quarter (Pre-Price Cut, Pre-Wii Fit Plus, Pre-NSMB Wii): 3.53m and then 11.31m during the Christmas quarter.
Sept 2008 Quarter: 4.91m / Dec 2008 Quarter: 10.4m
X360 after a price cut in late Summer in 2008 went : 2.2m (Q3 2008) to 6.0m (Q4 2009)
The Wii price cut was pretty potent
People are difficult to govern because they have too much knowledge.
When there are more laws, there are more criminals.
- Lao Tzu