OK, I will admit to stealing this from another forum (sshhh), but it may be helpful to anyone moving to Australia.

Sony PS3

• Games are region free – any PS3 game from any region will work on any PS3. **
• Blu-Ray movie discs are region locked – Australia and UK are in the same Blu Ray region (B) and will therefore play both UK and Australian Blu-Ray discs.
• DVD Movie discs are region locked. A UK PS3 will only play UK region DVDs (Region 2). It will not play Aus DVDs (Region 4). Vice versa applies
• ** The recently released fighting game 'Persona 4 Arena' became the first ever region-locked PS3 game for its North American release.

Sony Playstation Vita

• Games are region free – any Vita game from any region will work on any Vita. **
• Downloadable Content and online passes are region specific / locked.

Nintendo Wii

• Games are region locked, but Australian Wii games will work on a UK Wii and vice versa. The US has a different region and there is no inter-operability between US and UK/Aus Wii's. Any PAL region game will work on a UK or Aus Wii.
• DVD – Wii can’t play DVDs.

Nintendo Wii U

• Games are region locked, but Australian Wii games will work on a UK Wii and vice versa. The US has a different region and there is no inter-operability between US and UK/Aus Wiis. Any PAL region game will work on a UK or Aus Wii. (Games purchased in the UK & Australia have the following text on the back cover 'For use with European / Australian version of the Wii U).

XBox 360

• Games UK and Australia will work interchangeably. Games from other regions such as the US or Japan may or may not work – each individual title is different as it is us to the individual publisher to decide whether or not to include the region coding in their game. A regional compatibility guide can be found here.
• DVD Movie discs UK XBox360′s will only play UK region DVDs (Region 2). It will not play Australian DVDs (Region 4). Vice versa applies.

Sony PSP

• Games PSP games will play on any region PSP.
• Movie discs (UMD) are region locked as per DVD regions. A UK PSP will only play UK region UMDs (Region 2). It will not play Australian UMDs (Region 4). Vice versa applies

Nintendo DS

• Games are not region locked. Any game will work on any region console. The exception to this is the Nintendo DSi, which has a region block for the DSiWare downloadable games.

Nintendo 3DS

• Games are region locked. There are 3 versions of the console: Japanese, American, European/Australian. As The UK/Australia share the same region, games are compatible, however, games imported from the US or Japan will not work on a European/Australian 3DS.