Yeah, I think the Wii is mainly for "party games" (and far too many fitness games :D). I, like you, kinda came onto the scene late (come Christmas, my Xbox'll be a year old), and missed games like Gears of War and CoD4 (and I know what you mean, it's brilliant). I wish I had a PS3 to play games like Uncharted and Resistance and stuff, but I went for the Xbox coz it came with 2 controllers and 4 games for just €200 (really cheap in comparison to the Ps3 which was like €500 on it's own at the time).
I don't play Pokemon much anymore either, tbh. But Gold was my most favourite game as a kid, so I'm really just getting Heart Gold for nostalgic purposes =3.
No, Borderlands hasn't been released here yet.. Although yeah, I do like shooters and RPGs, so I'll be sure to check it out.
I'm playing through Gears Of War 2, because I missed it when everyone else played it. It's... Good. I thought I'd made a decent dent in it- I was actually less than half way through the Second Act, and there are 5! Although that means more to play, which is good =]. Is Borderlands difficult?