I will set the links up as soon as I find them. For now go to IGN, Joystiq, or Gametrailers.
World Premiere Video Previews of:
The Beatles Rock BandTony Hawk RideModern Warfare 2Final Fantasy 13

Video Previews of Xbox360 Exclusives:
Shadow Complex - Epic's new XBLA Title...reminiscent of Metroid.
Crackdown 2Left 4 Dead 2Splinter Cell Conviction - Sam Fisher is REALLY mad about his daughter being killed.
Forza Motorsport 3 - The video feature is RIDICULOUS.
Halo 3 ODST - Looks promising :D
Halo Reach - If you read the books...you're mind is being fucked right now.
Alan Wake - Nice narrative


Xbox Live Features:
last.fm - Music on the Xbox!
HD Instant - Stream HD movies, no download!
Facebook - Oh lordy.
Twitter - Holy Balls.
Usual Game at end of conference:
Metal Gear Rising - Looks like a game about Raiden!
Unbelievable Tech:
Project Natal

Have you ever seen Minority Report? This motion sensing tech reminds me of it. It makes the Wii controller look like a typewriter next to a computer.
Peter Molineux also shows off an Interactive game with a character called Milo. You can talk to give, play with him and he responds accordingly. He hands you goggles and you can hand him a piece of paper. Skynet is probabaly watching this. I can't describe the technology right now. I will pudate later.
This was announced officially two days ago, but I forgot to write about it.
PSP GO!