Personally, I'm most interested in Sony's whole conference, particularly their NGP. I'm also looking forward to both PS3 & NGP announcements. I really want to hear more about the PlayStation Suite-I hope that it will evolve into something like Steam but for Android because as it is, Android's far too cluttered with few great games between all that much.
On the Microsoft front, I guess I'm only interested in that rumoured Halo HD remake, I hope they announce a few new franchises like Codename Kingdoms but unfortunately for me, I think the focus will squarely be placed on Kinect.
On Nintendo's side, I guess that I'm a little intrigued by their rumoured Project Cafe & I think the idea of a screen on the controller is ingenious-it all goes down to how they use & given the DS's history with a second screen, I hold very little hope. Given the rumoured specs claiming to be only 50% more powerful than the 360(The Wii is only around 50% more powerful than the original Xbox but how many games have showcased that?), I'll more than likely wait for the PS4 or maybe the Xbox 360's sequel.
Out of the third parties, I want to hear more about (W40K)Space Marine, Saints Row the Third, Prototype 2, Aliens: Colonial Marines, Agent, Assassins Creed: Revelations, The Elder Scrolls V: Skyrim, Battlefield 3, Farcry 3 & hopefully a new Dawn of War, Metal Gear Solid, Star Wars Battlefront & Timesplitters.
There are of course more games that I'm intrigued about but I didn't list them because I've either forgotten or don't know if I'm interested enough yet.