No-one has actually specifically asked me about this, but I know it's a popular subject that people like to find out more about, so I'd like to take the opportunity to outline the various boxes and wires I have under my TV for everyday gaming and video/screenshot capture.
At present, I have fourteen consoles around my living room TV:
- Nintendo Switch
– Sega Dreamcast
– Super Nintendo
– Wii (softmodded)
– SNES Classic Mini
– Wii U
– Xbox 360 (old-style casing, but the model that didn't RROD/had HDMI)
– Two PS2s (one PAL, one US NTSC)
– Nintendo 64
– Sega Mega Drive
– PlayStation 3
– PlayStation 4 (with PSVR)
– PSTV
I'm probably going to make some changes to this in the new year; most notably, I think the 16-bit consoles are going to move upstairs into my "retro room" which is currently dominated by Atari computers and the Philips G7000 Videopac. There's also an NES up there, and the TV monitor I use those on is small but works beautifully — it's an old-school Trinitron, so still pretty much the best of the best you can get in terms of CRT quality.
However, even with the Mega Drive and the SNES going upstairs, you'll still notice that there are a lot of systems there, and TVs only have so many HDMI ports. I also make a specific effort with my setup to avoid plugging SCART cables directly into the TV as much as possible as the quality is not very good.

Rather than having HDMI switchboxes, the core of my setup is my Elgato Game Capture HD (Amazon). This is the slightly older model that only does 30fps capture (and is compatible with older versions of Windows) but it works absolutely fine. It's powered by a USB cable that runs to my TV — my TV has two USB ports that carry power — and has an HDMI output (that runs to the TV) and an HDMI input (which I simply swap to the relevant cable according to what system I want to play or capture).
Pro-tip here: label your HDMI cables if you have a lot of them. You'll thank yourself later.
Anyway, so the basic idea is that I decide what I want to play or capture and simply plug in the appropriate HDMI cable, then I'm away. The Game Capture HD does HDMI passthrough as long as it is powered via USB, so there's no need to run the Game Capture software. As such, as well as allowing easy capturing from consoles that have no built-in capture facilities, it's also simply an easily accessible HDMI port.
With most HD consoles, that's all you need to get started. There are a few additional hookups required for certain specific cases, however, so let's look at those.

This bad lad is an HDMI splitter, and you'll need one of these if you want to capture footage from either a PlayStation 3 or a PSTV. You can also use it to capture from a PS4 without having to turn off the HDCP setting.
What this box actually does is take a single HDMI input and split it into two HDMI outputs. That's not what most people use it for, however: a side effect of the splitting process is that it strips out the pesky HDCP copy protection that is carried out from the PSTV and PS3, normally preventing you from capturing footage from these devices.
There are many different models of this available; I simply went for a cheap one with good reviews that you can find on Amazon here. It's powered by USB, so again my TV powers this, and it's simple and straightforward to use — just plug and play.

Next, if you, like me, wish to avoid using the SCART port on your TV (if indeed you even have one), you'll need some sort of upscaling device to connect older SD consoles to your shiny new TV. There are cables that can simply convert the signal, but to get the best possible picture you'll want to use some sort of upscaling device.
Many retro gamers swear by the Japanese FrameMeister devices, but these are extremely expensive, costing as much as a brand new console in many cases. They do output a fantastic picture, but they require a fair amount of setting up and fiddling with to get going in the first place.
The device pictured here is a cheap and cheerful upscaler I picked up, once again, from Amazon. It takes a SCART input and outputs to HDMI in a number of different resolutions up to and including 1080p. I've found it to work absolutely perfectly for my purposes, providing minimal input lag and an excellent quality picture. Some 50Hz PAL games can "judder" a little bit, but I think this is mostly down to shoddy programming in a lot of cases rather than a problem with the device. For PS2 in particular it outputs a beautiful quality image — here's an example.

There's an additional piece to the puzzle you'll want to include if you really want the best possible picture from SCART-capable consoles, and that's an RGB SCART cable. These provide the best possible quality output from the console, and thus upscaling this to 1080p gives you the best possible picture at the best possible resolution. I have RGB SCART cables for my PlayStation 2, Mega Drive and Super NES, and I got them all from Retro Gaming Cables. They're seemingly expensive for what they are, but they're well worth the outlay if you're serious about getting a good picture.
One additional thing you may want if you're using an original Wii is a device such as this, which simply plugs into the back of the Wii to provide an HDMI output instead of composite or component. It's by no means essential, but I found it a bit more convenient than running it through the upscaler.
Altogether, that's everything you might need to capture from both SD and HD consoles if all you want to do is capture gameplay and/or screenshots. If you want to record commentary, however, there are a few additional bits and pieces you might need. Most significant of these is a microphone.

You can use a microphone on a gaming headset if you want, but for the best possible quality you'll want some sort of dedicated microphone. I use the Marantz Pod Pack 1 setup (Amazon), which comes with a USB microphone and a boom arm. I also added a pop shield to put in front of the microphone to prevent plosive sounds from making loud bassy noises on recordings. These are all much of a muchness; you can even make one yourself by stretching some tights over a coat hanger if you're feeling really cheap.
The Pod Pack 1 setup is very cheap for what it provides. The microphone quality is excellent and the boom arm is nice and stable. My only slight objection is that the microphone is too heavy to stand "upright" on the end of the stand, but it works absolutely fine "upside down" so I just use it that way now instead.

One issue you may run into when recording some consoles with commentary is that they don't have the facility to connect a headset and listen to the game audio. This forces you to mute or turn down the audio on the TV while you are recording, meaning you can't fully enjoy the game. I needed a solution that would allow me to listen to games on systems such as Xbox 360 and PlayStation 2 while I was recording, and the simplest way to do that was to get a device that would let me connect headphones to my TV. Apparently TVs simply do not have headphone jacks any more.
Anyway, I came across this device on Amazon which takes an optical input and converts it to an analogue signal through either a 3.5mm headphone jack or red and white phono cables. There's no amplifier in the device, so the audio output on headphones isn't super loud, but it's definitely sufficient to let you get immersed in the game while recording.
And if you're lazy like me (or just don't like switching optical cables around because they're a pain in the arse) you may also want this thing:

This was yet another Amazon find, of course — by the way, none of the Amazon links in this post are affiliate links or anything, if you were wondering — and simply takes one optical input and splits it into three optical outputs. It needs powering via a 5V DC adapter, which is provided, so you'll need a spare electrical socket — you might be able to get away with powering it via USB, but I haven't tried that.
So there you have it. The reason I have so many cables under my TV, but this setup allows me to record anything with ease, switch between systems and enjoy them either through my speakers or on headphones. I hope this has been of some help and/or interest to those of you interested in optimising your gaming setup!
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