Hodgman's answer is a little out of date.
Dev-kits cost thousands of USD, submitting a game (for mandatory QA testing) costs 10's of thousands of USD, printing disks costs 100's of thousands of USD's.
To develop for consoles, your company needs to get in contact with Sony/Microsoft and sign a confidentiality agreement.
If you're an indie (with not much money), but they really like your game, they might be nice enough to give you free dev-kits and to waive the submission fees.
During the last generation of consoles, what he said was true and indie development was not really feasible. It's much easier, cheaper, and more reasonable to be an indie console dev this generation. Not as easy, cheap, or reasonable as PC, but still quite possible
If you're not indie, or they don't like your game enough to get onto the "have some free stuff" train, then the prices above are in the ball-park -- you'll want several 10's of thousands of dollars alone just to pay for kits and submissions (and that's for a digital game - physical is a whole different league).
If you're an attractive indie, then yeah, you might be able to score a couple of free kits and submissions (as mentioned), but it's not exactly easy to do so. If you want more than a couple, you might still be asked for $10k a pop...
In either case, you do need an agreement between your company and Sony/MS/etc.
Last generation, doing an digitally-distributed indie game on 360 was near impossible (you'd need a publisher's blessing / fiefdom). Doing self-published digital games on PS3 was possible, but still expensive.
This generation, the publishing barriers have been lifted, but things are still as expensive as ever, except that there's currently these official programs to give freebies to some indies
If you're a hobbyist, then last generation's Xbox Live Indie Games (AKA XNA) was an amazing opportunity to do (restricted) console development practically for free (tiny fees, no company licensing, no ridiculously strict compliance tests, no need to have a publisher...). We're yet to see another program like that for Xbone/PS4
these platforms are not in indie version of udk ue4 and unity. so how should i work for these platforms?
Once you've been approved by Sony and/or Microsoft, you can ask your Sony/MS account manager to send an email to Epic saying that you are licensed, and Epic will then give you access to the PS4/XB1 versions of UE4.
i think there are diffrent levels of indie developers. some indie developers are like that game company that made flower or journey. they are some experienced team that team is just more little than AAA developer teams.
TGC was a 2nd party developer when they made flower/journey - they were funded, housed within and published by Sony.
1st party devs are owned by a platform-holder (Sony/MS/Nintendo/etc).
2nd party devs do work-for-hire, directly for a platform-holder.
3rd party devs do work-for-hire, directly for publishers, OR, they're outright owned by a publisher.
Independent devs do not work for a publisher or a platform-holder -- they work for themselves and either self-publish, or use a publisher's services but aren't funded up-front by the publisher (unlike 3rd party developers, who are funded by publishers).
You can then split Independent devs into those who have previous experience at these large companies vs those who don't, and can split them by those that have a lot of funding (e.g. investment by venture capitalists) vs those who are working out of their family basement
So TGC started off as basically a part of Sony, and now that their contract with Sony is completed they're independent again. However, they're now funding their company by accepting investment by venture capitalists, which means that they don't actually own their company (the investors own it), so I wouldn't call them "an indie company".
Edited by Hodgman, 19 May 2014 - 11:46 PM.