Hi, Andre -
Perhaps I can help a little.
I know that getting electronic components is difficult in some parts of Europe and have two suggestions. If you make a large enough purchase on-line you can sometimes get it without shipping costs, but the requirements for this might be high. I do not know about Europe, but in the USA many suppliers will provide free samples of some products and pay for the shipping themselves. Since you are onthe European continent, I would try German and French manufacturers. Just go to their web sites. A good web site in the U.S. for training materials is http://www.adafruit.com, but I do not know if they ship to locations outside of the USA and Canada.
As for getting video through HDMI or to a computer or television, there is definitely a way to do this, but you need more than just an ADC (Analog-to-Digital Converter). There are formatting and data rate things to consider. It has been so long since I did any video work, so I am afraid that my knowledge is outdated. I suggest you search on line for information about the HDMI protocol. Note that audio can also be sent over HDMI.
I am afraid that I can not give you a diagram or part numbers, but you first need a good understand of the composition of the HDMI video signal and of ADCs and how they work. For information on ADCs, I suggest "ABCs of ADCs", which I wrote a few years ago when I was working at National Semiconductor. You can find it at http://sva.ti.com/assets/en/other/ABCs_of_ADCs.pdf.
All consoles with an HDMI interface would accept the same signal, yet I do not know if the consoles you mentioned have HDMI or not. You will have to check this out yourself.
That is about all I can offer without doing a lot of research, which I am sure you can do for yourself. If you have any further questions, let me know and I will try to help.