. However, just leasing a dev kit (you can't outright buy them) will cost you several thousand dollars, along with significant legal committments (the least of which is that dev kits are leased to game studios, not individuals).
The best guidance I can give you is to build a great game on Windows (Visual C++ Express and the DirectX SDK is free), then get a game studio that is already in the RDP, or affiliated with a licensed Xbox publishers, to buy your game. This is, in fact, how it is typically done in the industry. Build a great game and business will follow.
Regarding Playstation development: Considering this is a Microsoft forum, you're probably better off asking that question on Sony's website