Developing games for the console systems is a lot harder to do then what people think. In the case of the XBox you need to get a development kit from MS, and to get that you have to be able to jump through a lot of hoops. For the playstation I can not comment, but for the XBox 360 system I would start by doing some searches for XNA as this might be you only option in the future.

The base line that seems to be passed onto most indy and small time developers is to try and get into one of the big game studios to start developing.

Some of the guys will be able to add more to this, but you might also want to have a look at www.gamedev.net as there is a forum there that has discussions on this.

. 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