PS3: Final Fantasy XIII, Fallout 3. Although they are multiplatform, it almost seems wrong to play them on X360.
X360: Halo 3, although I was hugely disappointed. The magic I had with Halo 2 online play just wasn't there.
Wii: Nothing really. I was hoping for better non motion games since I still to this day do not find motion games the least bit compelling or any more fun than normal games. If I _had_ to mention a game id say Super Mario Galaxy, which was fun enough, New Super Mario Bros Wii is better.
DS: I want to say FFIII, but it sucked.
PSP: FFVII: Crisis Core