
Microsoft:
1) Official Natal name
2) Official Pricing and Bundle information
3) Official Picture of the product
4) Demo something other than Ricochet
5) List of up-coming Titles
6) Teasers trailers for Mass Effect 3
7) Official Trailers of Metal Gear Solid and Gears of War 3
8) Demo of Fable 3 with or without Natal
Sony:
1) Trailers for Move titles
2) More polished Demos of Move titles
3) PSN+ pricing and feature list
4) Killzone 3 teaser
5) PSP2 feature list
6) Some upcoming games using new tech from PSP2
7) Home integration with PSP
8) Updated XMB with improved Home features
Nintendo:
1) What the hell is the finger pulse thing?
2) Controller with Wii Motion plus built in
3) New controller now included with all wii bundles
4) Expanded Demos from online store
5) 3DS with wii console working together somehow
6) 3ds ship date
7) 3DS Demo
8) list of Upcoming 3DS titles

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What I think you will get, based on what you want. Big news only.
Microsoft
Xbox 360 slim, with official Natal name. 15 natal titles 7 of them being first party.
Sony
Move move move, and more move. Trust me, you will see alot of move and it will be playable, they are already demoing it accross NA right now to retailers so expect it to be playable at E3 with many titles. And Killzone will be playable, not just a teaser. I doupt psp2 will be announced though.
Nintendo
Wii HD, fully backward compatible HD version of the Wii that plays most Wii titles in HD, 3DS. And lets not forget, they will remind us how awesome they are and how insanly well their products are selling.