PS3: The only one of the next-gen consoles I have. If you can access the internet (along with all the other pros mentioned), your experience will be orgasmic. The PS3 is going to have amazing years coming up but if you're wanting just gameplay, I suggest waiting for a few months.

Xbox 360: I've never really paid that much attention to it, but it obviously has a great selection of (fun?) games. (Don't kill me! *hides*)

Wii: Yippee! Fun stuff! SSBB! Etc., etc.

DS: I've had so much fun with the DS in my 3 years of owning one. If you have a great selection of games that make full use of the touch screen, then this can be a really fun little console to carry with you.

PSP: Basically identical to the PS3 minus some features. Great selection of fun games. Crisis Core is amazing, so is remote play.

If I were in your situation, I would go ahead and make plans to sign up for a waiting list for a Wii (or order one from eBay or other online merchant). I'd wait a few months to get a PS3 and PSP. Xbox 360 would be a good alternative to the Wii, and after you get a Wii, consider picking up a DS. They're loads of fun.