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I wanna develop for...
The X-Box: In order to obtain an official X-Box development console, tools, SDKs, and documentation, you need to be a registered developer with Microsoft. Moreover, the development kit is extremely expensive (well into the thousands of dollars) and cannot produce games that will run on other X-Boxes. . More information is available at The official X-Box development site.
The X-Box Linux project has succeeded in "hacking" the X-Box, allowing it to run arbitrary programs, including those you develop yourself. However, they have as yet been unable to reverse-engineer the graphics accelerator, meaning that most of the graphics power of the X-Box will be unavailable for use. You'll have to make do with unaccelerated, software-only graphics.
The GameCube: The situation for the GameCube is very similar to the X-Box. Nintendo is extremely picky about who they allow to develop games for the GameCube, and without financial backing from a major publisher you are unlikely to get access to development resources. However, a version of Linux, with limited ability to control the hardware, is available here. The official developer relations site is here.
The DreamCast: No longer in production, this console has garnered great support in the indie community. Pages regarding programming for the DreamCast are available here, here, and here. DC developers will most likely want to use KOS as an API. Evolutional reports that the newest version of KOS is available at the SourceForge site.
The Playstation: With the release of the PS2, this platform has lost popularity. The official developer site is here.
The Playstation 2: Official development information is here. Although official full development kits are subject to the same sorts of restrictions as the X-Box and the GameCube, Sony has released the Linux for PlayStation kit, which includes not only a version of Linux which will run on the PS2, but supporting hardware and documentation, allowing developers to access almost all the features of the console. Games produced with the Linux for PlayStation kit will not be able to run on non-linuxed PS2s.
Unfortunately, in the U.S. and Canada, the Linux for PlayStation kit is no longer being sold by Sony. You may be able to find one on eBay.
The Playstation Portable (PSP): Official development information is here. I know of no resources for amateur developement on this platform.
The Gameboy Advance (GBA): A very popular platform for indie handheld development, because of the ready availability of documentation, tools, and development hardware. You can "get your feet wet" on this platform by testing your games on an emulator, without even owning a GBA or development hardware. A good jumping-off point is here.
The Gameboy DS: This platform is not yet old enough to have much information available. I know of no active indie development.
Cellphones: The two major APIs for 3rd party cellphone application developers are BREW (based on C++) and J2ME (based on Java). Symbian, also based on C++, is also gaining popularity on high-end smartphones. Of these, J2ME has perhaps the widest range of supported devices.
J2ME: One of the most frustrating aspects of J2ME is getting sound to work. A nice page detailing the vagaries of MMAPI on various phones is here.
The FAQ is a work in progress. You can post suggestions for this FAQ in the Console/PDA forum.
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