For PS1 they had a scheme called Yarozee.
You signed up as a member and got a Blue Dev Playstation to run your code on and copies of Codewarrior etc for C/C++
It was pricey (around £400 I think) but just so cool. Also the games you created/burnt to CD could only be run on other Blue Dev Playstations, although The Official Playstation Magazine would publish them for you every month (the best examples).
Many of the guys who used it went on to work in the games industry. "Dog Tailz" was my favourite - a rock hard platformer as I recall. Oh happy days.
PS2 programming? That would be using the BASIC program that comes with your console then. Not quite as exciting as Yarozee but gives Sony a tax beak I understand.
XBox? I'd imagine you'd need a license from Microsoft ($$$$$$$) who would then send you the Dev kit (Dev XBox & software etc).
I believe alot of programmers like programming for emulators of consoles - you'd need to check the web. This way you don't have media problems (like creating CARTS for N64 games etc)
@Arrow - seriously - you can write an XBox game in DBPro? Are you sure? Do you know how to do that?
"My ignorance amuses me..."
http://www.victory-road.co.uk