Much is being said about java game programming for mobile devices, but
I want to do game programming for game consoles (playstation 2 and/or
XBOX) and PC desktops using java.

I have lots of experience with java programming for enterprise
aplications (mostly JCA and JSP/Servlet programming), but never done
nothing similar to a game.

Everyone I ask just says that java don't have the performance
requirements to make good games, is it correct?

using a native compiler can be a workaround for the performance problem?

how do I deal with different input devices? (joysticks, throttles,
guns, gamepads, etc)

Anyone can point me the rigth direction?