How well are are the three big consoles doing? While much of the hype over the 360 has died away, it is still selling reasonably well and Microsoft expects it to continue to do so. The Wii and PS3, being the newest contenders, have received a lot of extra attention the past month. Both Nintendo and Sony have made bold claims about how many consoles they'll be able to deploy, but both companies face setbacks in the form of recalls and supply issues. Regardless, Nintendo seems to be doing very well:

According to figures posted at VG Charts, Nintendo has managed to sell 3.19 million Wiis since the console was launched. That's a million in Japan, 1.32 million in the US, and an addition .86 million sold over the rest of the world.
As the article mentions, that's 40% of the Xbox 360 sales in just one month. Impressive, although many of these sales are just due the Wii's introduction. Sales will wane, and will likely get much more in line with existing 360 sales. The PS3, on the other hand, is not doing well at all. Currently, about 1.18 million have made it into homes. We're only a month out of release, though, and Sony has promised many changes for 2007. We'll see.