Dear not crazed video game freak,
As you may know, PS2 has recently been released in a new 'mini' compact size which if my memory serves me correctly will only set you back a couple of thousand (RMB) in the PRC - relatively cheap - Consoles can be damn expensive here, the games however are not, if you know what I mean.
I find that shops that sell consoles (as opposed to PCs etc) tend to congregate in one small part of town - we have three or four on one particular street which I found by accident here in Ningbo , and none anywhere else in the city (as far as I know). Most Chinese games players go the PC WOW route, so you may have to do some detective work to sniff out the console stores in your town, but they are around!