If using HDMI with a PC, you need to tell the OS that you want the audio directed to the HDMI port. And your Video Card must support Audio out over HDMI. Everything from ATI2X00 series has output audio over HDMI. Nvidia, maybe someone else can tell you, but I'm pretty sure if it's got HDMI (and not DVI to HDMI adapter) it'll do audio out over HDMI.
In windows it's easy, and you can easily set it in either the player software (in the output section) or in the OS.
On Mac, I can't help you.
I'd expect it'd be in the control panel, or whatever Mac's have.
As far as Bluray vs PS3 Vs Wii.
Wii is playing (crappy) games. It doesn't do bluray, or DVD by default. If you have a modchip, it will play DVD's. The Wii does not support HDMI. You can get an after-market component + stereo audio cable for it though, but it's still SD, and not HD.
PS3 is a gaming console with bluray drive. It'll play DVD's, Blurays, and course, PS1 (and maybe PS2) games. It can user either component video + stereo audio, or HDMI. HDMI is easiest & provides the best quality audio and video.
Bluray players .. play bluray and DVD's. Generally they have composite/Svideo, Component Video, HDMI, Optical Audio, Surround Analogue Audio (including stereo Analogue Audio).
Once again, HDMI is best, unless you have an audio system that only takes optical or 5.1 Analogue audio.