The gang at Best SEO Companies have put together a study on Generational Brand Loyalty. The study included over 1,000 people, and they were asked which brands they consider themselves the most loyal to or purchase from the most often. The results for the gaming category are above, and as you can see, Nintendo comes in third place overall.
The brand loyalty between Microsoft and Nintendo is extremely close, but Sony easily trumps both platforms. I honestly thought that Nintendo would be at the top, but I guess with a wider/expanded audience, you get customers who pick up a generation or two of Nintendo hardware, and then don't feel particularly attached to the brand overall.