It depends on the console. The ps3 is supposedly 'hacker proof' at the moment because of blu-ray copy protection or some nonsense while the Xbox360 is supposed to be easy to do with some extra software. I have no idea about the wii.
I think the Wii is hard due to everything being encoded on the hardware. There is no 'OS' so to speak, to crack.
I always thought the PS3 was hard to crack because of the Cell processor. Hardly anyone knows how to work with it outside of those companies that have the information on it.