Actualy, not really, at least with certanty not PS2 and Xbox.
I have done it in reverse, took my xbox with me once to the states.
I have also had a US PLAYSTATION 2 game sent to me here from the States.
You can adapt the power and run your games no worries, thats not the issue.
The issue is you can't play Oz games on a US console and vice versa.
So if you bring a US playstation back to Oz, you will be needing US games.
I have no direct experience with PS3 but I would suggest it will not have changed and you would do well to look into this closely.