I would never have guessed this based on watching people on the train every day. A Gartner study suggests that if you own a computer, a mobile phone and a tablet, it's the tablet that will get the most gaming action.
Gartner surveyed 510 people on three continents to come up with that figure. It's worth noting that gaming was far from the most common use for tablet devices, something you can see in the chart above, and that no consideration was given to consoles. But I wouldn't have thought that tablets would be more popular than phones. People are weird.