All 3 platform holders provide forums / newsgroups which are strictly for registered (licensed) developers only. In general they provide a second tier of support for developers, allowing folks to share problems and solutions in a shared forum with the developer support teams also read. It is a specific part of the licence agreement that the development SDKs and any information about them is not shared outwith the developer or those secure shared forums/newsgroups.
XNA on X360 development and PS3 Linux are allowed by Microsoft and Sony. Anything else (Wii, PSP, etc.) is home-brew only and not sanctioned (since it involves hacking the hardware); although that's not to say there aren't plenty of forums out there for that.