Sometimes some game companies make a great game, but for one game console only (or at most two). This can be rather irritating.
I certainly can't blame game companies for doing that. For example, I perfectly understand Nintendo making games for their own consoles only, or Microsoft doing the same. It's marketing, and something completely normal. They want to boost the sales of their own console by creating good games for that console only. In some cases a game company might not be affiliated with a game console in particular, but they might still make a game for that console only, for whatever reasons (eg. because of contractual agreements, because they don't have the resources to develop the game for more than one platform, or simply because they want to).
However, this still irritates me because it deprives me from playing many of the greatest games out there. I do not own any of the four big game consoles (on the portable side I only own the PSP), nor do I own a TV (which is almost mandatory with most consoles).
There aren't that many great games out there for single consoles only, that it would justify me spending considerable amounts of money to buy four different consoles and a TV set, just to be able to play a dozen or so games. All in all, it would be a rather big investment.
Basically you would need all four consoles if you wanted to play all the great games. This is rather irritating.
Especially the vast majority of Japanese RPG games fall into this irritating category. Many of them are great, and I would really want to buy them, but they make them for one console only. So either buy the console (and a TV set), or sorry, no cigar. For example most Final Fantasy games are for the PS and PS2 only, and the Zelda games are for the Nintendo consoles only. So no luck: I can't play them.
I would be completely willing to honestly go and pay the full price for these games, but since they decided to make them for a single console which I don't own, I can't. (Just as a concrete example (one of many), if I could play Final Fantasy X I would go like right now to buy it, even if it costed as much as a brand new game, but since I don't own either a PS2 nor a TV set, I wouldn't be able to play it, so no such luck.) I'm deprived from playing these games, and they won't get my money. It's basically a lose-lose situation.
For a concrete example that really grinds my gears, Remedy Entertainment announced in 2005 that they were developing a new revolutionary game by the name of Alan Wake. I have been waiting for that game to be published for 5 long years. At some point Remedy partnered with Microsoft, and Microsoft decided that the game would be published exclusively for the Xbox 360. There will not be a Windows version (even though Remedy did plan to do so at first).
Well, fuck you Microsoft. Fuck you. I have been waiting 5 years for this game, and now you took it away from me. Fuck you.