In the September issue of Oxygen (a women's fitness magazine) there's an article called "100 Ways to Burn 100 Calories".  In the article, it states that "playing videogames burns 50% more calories in a hour than 'athletic' sex."  (http://www.psxextreme.com/ps3-news/3393.html).  Of course I don't have the original article to quote (and they don't offer it online) so it's hear-say through this source: http://www.ripten.com/2008/07/13/videogaming-burns-more-calories-than-sex-so-says-totally-retarded-womens-magazine/.  And they aren't talking about Wii games (which burn an additional 40% calories!) but the sit and push buttons on the controller games.
I think the final line from the PS3 news site says it best:"if that's the case, you're doing it wrong."