Well crap Max that seems kinda difficult, don't even know what games exist on DS and PSP and also I haven't played many games at all on 360 so it's fairly difficult for me to pick the best. Suppose if I had a gun to my head:
PS3 - MGS4, FFXIII, WKS, Valkyrie
Wii- NMH, SMG, Mario Kart
360- GeOW, Mass Effect (based on what I've read)
PSP- honestly no clue
DS- see above
...