I think Sony and Nintendo came out with the most surprises. SMG2, Metroid M, NSMBW, FFXIV, GT Mobile is alive, has 800 cars, and is hitting this October, etc.
Overall... I'd probably have to give Sony the nod, because of the Last Guardian as well as the demos of Uncharted 2 and God of War III. Nintendo was a very close second. Yoshi in SMG2, a Team Ninja developed Metroid, and a competitive 2D Mario? Wowee!
Natal was cool, but it seemed like mostly theoretical technology that won't be ready for another couple of years, compared to WM+ and Sony's knock-off which works great and will be here within the next year. Natal is great for scrolling through menus, but it doesn't seem useful for too many games, outside of Wii Sports-like tech demos. Also, based on impressions from Eurogamer and the like, the Milo demo was heavily scripted, and the kid didn't react to most things people would say.
It seems like the technology is still a ways off, particularly the Milo bit.