I connected my Xbpx to the network wirelessly without a hassle at all. Streaming MP3s was easy, and a brilliant addition to any game. Video streaming worked also, but was choppy and I rarely even think about using it anymore. This was years ago so firmware updates may have improved things - dunno.
I tried for weeks to connect my PS3 to the network and to be able to stream media, but I just couldn't. The wireless connection was easy enough, and once connected I could use remote play from my PSP while I was at the office, or anywhwere with a wireless signal. The media streaming though - I just could not get it to recognise media player, which it said it should. Recently, I moved both the Xbox and the PS3 upstairs to my study so they would get more use (bigger TV downstairs, but that is the only TV in the house, so they are both plugged into my 24: monitor now). Moving the PS3 upstairs made it see my media player no worries, and it now streams music and video no worries. There was a "load time" of sorts, but on the whole it plays video adequately.
I've also tried a D-link dsm-320
. Very easy interface, but at the time I was interested in content streaming, it just didn't cut the mustard. It had problems rewinding, it lost audio/video sync, and the visual quality wasn't great. Again, it might be better now, this was years ago.
I now have a beyonwiz DP-P1
. Anything I want to stream I just copy to a USB stick and plug it directly into the machine. It does have a wired network port, but the TV is nowhere near the rest of my network (thus the wireless xbox adaptor). I've learned that wireless isn't up to the task of streaming HD content, and can struggle with SD content too.
Audio such as MP3 music will work over wireless and the xbox handled it very very well. I never tried it on the PS3 any further than trying to get the video working, so I don't know how it works while playing games.
I've also never tried any content streaming on my Wii.