Series' I forgot in my above post:

PS3: Ratchet and Clank, Uncharted,

360: Fable, Splinter Cell (I think its exclusive),

Wii: Pokemon (only one I can think of)

Multi Plat: Star Wars Battlefront, Timesplitters,

^ Splinter Cell isn't exclusive

Wii- LoZ, SMG, MP3:Corruption, SSBB, Mario Kart

360-GEoW

PS3- MGS4, Resistance

I didn't include PC games cause I'm talking consoles and as for consoles Bioshock is neither on PS3 or Wii

@supermariogalaxy- the new splinter cell is exclusive to the 360, so it's as valid as MGS4 for the PS3.

PS3: J & D, Uncharted, Final Fantasy (not really, but you know what I mean), GT (will be a favourite for me soon), Ratchet, Killzone, Resistance, GOW

used to include Ace Combat and GTA, but they have moved on now and Crash and Spyro

360: Ace Combat (now), Halo, Mass Effect (although the rest will be multiplatform), GeoW

Wii: the big Nintendo ones

Super Mario, Final Fantasy, The Legend of Zelda. Those are my three favorite franchises in gaming, though FF isn't exclusive, the good ones will likely be on PS3.

I should also mention Smash, which is my current favorite franchise but doesn't have the history to beat out the other three overall.

Going with each company rather than each system:  

Sony: Parappa the Rappa, Ico/SotC
Nintendo: Wii Sports (and hopefully Wii Fit), Metroid
Microsoft: World of Warcraft, Team Fortress Classic, Natural Selection, Unreal Tournament 2k3, Starcraft

Sony: Ico/SotC, MGS
Nintendo: Mario, Zelda, WiiSports
Microsoft: GeoW, Halo

Heres my list of games I included PS2 because it is still selling well

360- Halo 3

PS3- White Knight Story, Valkyrie of the Battlefield, Final Fantasy XIII, Steambot Chronicles 2

PS2- Suikoden, Wild Arms, Atelier Iris, Ar Tonelico

Wii- Fire Emblem

PSP- Legend of Heroes, Valkyrie Profile

DS- Luminous Arc, Etrian Odyssey, Izuna

360: Gears, Halo, Mass Effect, Bioshock
PS3: Resistance, God Of War, Final Fantasy, Uncharted
Wii: Zelda, Galaxy, SSBB