The episodes can be converted to be put on a video compatable iPod.
If you have a flashcart you can make them work on a DS.
AVI files work fine on a PSP, not sure about MP4 though, I think you need to convert them, but I don't have a PSP, just a DS.
Pretty much anything that can play video will be able to play it. Even the Wii can, but I think the file size of the video, plus the fact that it needs to be converted means only small clips will work.
And the Xbox 360 can take files from yuor computer and paly them, if you download Zune software.
And yeah, Zune probably plays them too. I hope soon the Zune is what people tihkn of instead of iPod. so get one!