Trying to keep up with all the consoles is murder... D:
On Wii, I've been playing Zero: Tsukihami no Kamen (Fatal Frame 4). I finished it on Normal, and am playing it on Hard (Currently on Ch.7). I found all the Hozuki Dolls, but I probably won't bother on the Ghost List until I finish it on Nightmare. I need to make this game last until Fragile Dreams comes out. I am so psyched for that game.
On DS, I finished Miles Edgeworth, on my bus rides to and from work/school. This series continues to be a blast. I started on Idolm@ster DS, but I won't go too much into that, since we're focusing on non Im@s stuffs.
On PS3, just casual playing of Blazblue, and waiting for Resonance of Fate to come out. Initially, I wanted to import it, but since it's coming out here anyways, I figured I could save myself from the shipping and customs charges.

On PSP, I've been trying to finish another run of Wild Arms XF, but my girlfriend is borrowing my PSP for her spares, in between classes (She's probably playing Pangya and DJMax Fever). I probably won't be able to finish that for awhile. :l
On 360, I just finished Magna Carta 2, so I probably won't play anything on it until my Platinum Hits ver. of Dream C Club comes in.