PSP is on sale everywhere in the world now.
Xbox 360 is Nov 22 in U.S, Dec 2 Europe and Dec 10 Japan
PS3 is "spring 2006"
Nintendo Revolution is "fall 2006"
PSP is amazing, but has a weak line up due to difficulties with development (hard to make games right now, costs a lot of $$$ on R&D), but that will surely change in the future, when developers get the hardware under control.
Xbox 360 will have a strong line up from the beginning, and has a HUGE list of 1st and 3rd party developers, including 100% support from EA (mediocre games, but still in high demand from the general public due to popular games franchises like Madden, Fifa, etc, etc). EA is the biggest publisher of games in the world after Nintendo, so having EA support is almost critical....
PS3 has yet to reveal it's plans, but expect huge announcements in the near future (from now until E3 2006)
Nintendo is still too far off, but expect their games to be HIGHY unique and refreshing, with gameplay not possible on other hardware.