In the Windows/Mac/*nix world, if you want to do some software development, depending on the languages you use, it can be extremely cheap, even free, to get the necessary stuff to get you going. There’s no “licensing fees” for developing any software, and any yahoo can go at it if they want to. (Of course, if you want high-end IDEs or specific SDKs, you may pay for them, but to just get your feet wet it doesn’t cost anything.)
Game consoles, on the other hand, are much more difficult to get into. This page about the Wii basically wants a whole lot of information about your company, specific developers, and a list of previously published games. If you’re lucky enough to pass, you get to pay $2500-$10K for the “development kit.”
I haven’t googled all the others, but I’ve heard similar stories in the past.
So what’s the idea behind this? Why not just open the playing field to whoever wants to do it?
There’s a $3000 or so fee for a Windows Driver Development kit, if I recall correctly. Similarly for cellphones, the ARM compiler is $2000 dollars if you are doing BREW.
Console development requires a testing box which is essentially the same thing as the eventual console, but with extra cables to link it to a PC (I presume) and debug (entering breakpoints, viewing memory, etc.), and a lot of security removed.
Overall, part of the large price is to pay for the development of the special hardware and compilers that aren’t mass market like x86 compilers. And also partly to make it harder for people to hack the systems. Windows’ driver development kit, test consoles, etc. give the developer access to information and the hardware itself that are usually protected and have no public documentation.
Keep in mind that gaming consoles are sold at or below cost, with the whole idea being that they will make money on the lisencing deals and accessories. Charging developers for development kits is one part of this equation.