XNA is still the only way to ship games on XBLIG for the 360.
Its still fully supported on WIndows Phone 7 and 8 - though on 8 you don't get access to any cool phone 8 features.
It runs perfectly well on Windows 8 too though you cannot make an XNA app that will run in the windows app store. Desktop mode only
Steam fully support XNA (guncraft is 100% XNA and we just shipped on steam) - they auto install XNA3 or XNA 4 and there's several places you can get managed wrappers for the steam APIs we use this one http://www.communityexpresssdk.com/ - its been good for us and the team has been very responsive
If you are learning to make games and you don't want to go the designer engine route (like unity) then XNA is one if the best ways to learn the principles.
Saying all of that Microsoft have not touched XNA for several years now and there's no plans that anyone knows of to start it back up.
So no news on Xbox One support (though Mono.Game will support it if possible), you really can't ship in windows 8 store and who knows about future phone releases. I'd say XNAs time as a platform to ship games is coming to an end. If you can ship on steam I'm sure they will support it for a while yet but I wouldn't be starting any long term (1+ year) projects unless you make sure that your code also compiles in Mono.Game