OK first thing to know about gaming buisness is that two man for such thing is not enough. So you see there is a lot job to be done especially if you are about to make something good and not just simple games. Als I would like to note which kind of games you are about to work on. And furthermore you should check java application because today many people are working on thhe games for the mobile phones. So you see this would be also good to try to start with.

I myself intendt to work on some platform for the java mobile phones. However among many ides I haven't found the right one still I hope I will find the good idea soon.

Well, what kind of game do you want to make? Not to put a downer on things, but it's a lot of work even to make simple games. I'm currently a student at DigiPen, which someone mentioned earlier, so I have a bit of experience with this kind of thing. If you really want to get into the game industry my suggestion would be to start learning C/C++ now. There are plenty of tutorials online, but a good book is always useful. On top of that, don't set yourself up for failure. You're not going to be able to make anything approaching the current popular games. They require huge teams of people who have years of experience to make. Not only that, but they take a very long time to make, even with all those people. It's not unusual for games to be in development for a few years.

Also, if your main issue with studying programming and working for a company is that you don't want to work for anybody, my suggestion would be to get a business degree instead. If you're programming, unless it's something relatively small, you're probably going to be working for someone else.

As far as programming for the gamecube/ps2... I don't know how effective that will be. You may be interested in making flash games though, because those can be played on the Wii. As long as all it requires is a mouse and clicking the button on the mouse, any flash game can be played. Some students at my school came up with a design for a game, and they prototyped it in flash before putting their proposal forward to a game company.

In the end, your best bet for getting into the industry is learning programming, and then getting a degree and working your way up. As you don't want to do that, you might want to rethink your options, and see if you wouldn't rather run a business than be a programmer.

Of course, if you prove me wrong, I'll gladly play whatever game you make.

First, you would need some type of Software Development Kit from the Game's Manufacturer. Second, programming for a game counsel will take a very large amount of programming talent, cost, experience and extensive GUI, Hardware programming. Most gaming companies have very seasoned programmers, business persons, and marketers and require millions of dollars to get a game started. Then, you would have to pay royalties to Nintendo, Sony, Microsoft and find companies which would be interested in selling your product retail. You are better off building a PC Game, it's easier, faster, and cheaper to market to people. You should build a website to promote your product. Yes, you will need WAY more programming experience than RPG Maker. You should learn C++, Java. Expect to spend years becoming experienced. You should also learn XML, HTML, DHTML, CSS for your web building experience also.

Well first of all it's good that you want to endeavour into developing games and all but I have to say that this task is not easy and very tedious.
Well for developing games for different consoles, you do need a SDK ( Software Development Kit) like rvllkas said.
On top of that you need people or knowledge to work on 3d softwares to makde 3d models and environment. Softwares like 3ds max and Autodesk Maya. they cost a lot there a couple of other softwares out there too you can work on.
With this you need development knowledge. the most widely used programming language is C++. You can use that to develop your own game engine or get the license to use game engines made by others.
A Good example could be the new and coming game engine project offset.

Me and my friend worked on making a game engine using C# 2.0 with microsoft managed dirext as the Application programming interface (API).
Microsoft just launched the XNA Gamestudio (XNA Framework as the API). you can use that to make games for xbox /xbox360 prolly too. you can also register with the some club/forum where you can launch games for xbox you made.

Well thats the info i could provide. Hope I was of some help to you.