they all have the ability to output progressive. Xbox tends to do it as standard and more and more GC games also do now support PS.
PS2 has just started with things like Tekken 4 and Burnout 2 amd I'm sure will become more commonplace on it.
NBA2K3 on US Xbox states 720p on the back of the box but the manual only states 480p (and I still havent got round to trying it)
Hope this helps..