On a whim, I decided to see what I would get when I compared the sales of Wii, 360, and PS3 games sold as tracked here on VG Chartz at various milestones. Here's what I came up with:

100k+ sellers:
360: 169 (19 Microsoft; 11.24% first-party)
Wii: 106 (18 Nintendo; 16.98% first-party)
PS3: 80 (15 Sony; 18.75% first-party)

250k+ sellers:
360: 105 (15 Microsoft; 14.29% first-party)
Wii: 53 (17 Nintendo; 32.08% first-party)
PS3: 37 (8 Sony; 21.62% first-party)

500k+ sellers:
360: 63 (10 Microsoft; 15.87% first-party)
Wii: 34 (15 Nintendo; 44.12% first-party)
PS3: 20 (5 Sony; 25% first-party)

1mil+ sellers:
60: 34 (8 Microsoft; 23.53% first-party)
Wii: 19 (13 Nintendo; 68.42% first-party)
PS3: 8 (3 Sony; 37.50% first-party)

2mil+ sellers:
60: 12 (3 Microsoft; 25% first-party)
Wii: 9 (8 Nintendo; 88.89% first-party)
PS3: 4 (2 Sony; 50% first-party)

3mil+ sellers:
60: 5 (3 Microsoft; 60% first-party)
Wii: 6 (5 Nintendo; 83.33% first-party)
PS3: 0

4mil+ sellers:
60: 3 (2 Microsoft; 66.67% first-party)
Wii: 5 (5 Nintendo; 100% first-party)
PS3: 0

5mil+ sellers:
360: 1 (1 Microsoft; 100% first-party)
Wii: 3 (3 Nintendo; 100% first-party)
PS3: 0

What does this mean? Who knows? But it does reveal some interesting facts. Most notably, that at the 100k+ sellers level, each company is at between 10% and 20% of selling titles being first-party; indeed, at that level Sony actually trumps Nintendo's first-party to third-party percentage! As the watermarks go up, we see the 360 sticking around 15% to 25% first-party until 3mil+, the PS3 fluctuating between 20% and 50%, and the Wii jumping ever higher at each increment. By the top-sellers, we see that first parties heavily dominate for both Wii and 360.

This was just an impulse thing I did, but it seemed interesting. Please, no flame wars over this; it's just an analysis of how software sales break down between the three consoles at various points. No favoritism is intended, and no fights should start over this info; it's not even worth fighting about, since doing so won't change a thing. There, I've said my part. That aside, comments?

May I point out that insomniac is actually 3rd party, so the PS3 actually only has 25% of games over 2m first party

 "Publisher sales"

if you make it into chartz, you will see that after 100K+ Nintendo's first party games really shy, while 3rd party sales dies.

every platform has first party games as leader of the console, because First party games normally have better quality (at least not shovelwhare). But hopefully Wii will lower the 1 million + group from close to 70% to close to 30-40%

Also, it'd be great if you can bring out PS2's number,

That would technically be second-party, would it not? I was only going by directly published titles (ie. Sony-, Microsoft-, and Nintendo-published).

As requested, here's the PS2 breakdown:
100k+: 620 (60 Sony; 9.68%)
250k+: 442 (47 Sony; 10.63%)
500k+: 307 (38 Sony; 12.38%)
1mil+: 206 (27 Sony; 13.11%)
2mil+: 106 (12 Sony; 11.32%)
3mil+: 58 (6 Sony; 10.34%)
4mil+: 22 (2 Sony; 9.09%)
5mil+: 13 (2 Sony; 15.38%)
10mil+: 4 (1 Sony; 25.00%)

It follows the standard curve that a "mature" console's software sales usually do: the low end of the spectrum has fewer first-party titles, then it peaks around the million mark, curves back down through the lower millions, and spikes back up as you approach the top sellers for that system.

The real question is how much profit the publishers get.

If we assume 3rd party games need to sell 500k on PS3 or Xbox 360 to be profitable ($30 million to cover development, production and advertisements), and that Wii games/GC/Xbox/PS2/PSP games only need to sell 250k, then we can probably make some conclusions.

For Wii, the above assumption would mean 36 profitable 3rd party games.

For PS3, the above assumption would mean 15 profitable 3rd party games.

For Xbox 360, the above assumption would mean 53 profitable 3rd party games.

Obviously games ported on Xbox 360 and PS3 mean more games are profitable than show, but the cost of porting probably only makes sense if the game sells a combined 600k-750k.

Oh and the assumption would also mean PS2 had 395 profitable 3rd party games between launch and today.  395/7.25 means about 54 profitable 3rd party PS2 games per year on average. 

Obviously games ported on Xbox 360 and PS3 mean more games are profitable than show, but the cost of porting probably only makes sense if the game sells a combined 600k-750k.

This equation can be applied to Wii too, but using ports from PS2/PSP games.

A slight addition to your numbers would be the inclusion of "out of xx" games.

Wii - 36 out of 142 - 25.35%

PS3 - 15 out of 132 - 11.36%

360 - 53 out of 327 - 16.21%

An interesting comparison (if the OP is willing) would be to do a similar test with just 360+PS3 multiplat software and to see how much it effects the chances of becoming profitable.