I've never played on a console and they've never been popular in my country, or in my circles anyway.
My friends and I played on all types of computers - ZX Spectrum / Timex, Amstrad, Commodore 64, Atari, Amiga 500 (the coolest of them all, at some point almost everyone but me had one and I was so envious...) Then the first PCs came out (XT) and the holy war started between the Amiga and PC owners. PC gaming was never the same though...
With ZX Spectrum, Commodore and Atari, the most common form of storage was audio cassettes. ZX Spectrum was the most versatile - you could use a regular cassette player, or even a walkman, and copy software using a double cassette player like you would copy music. It sounded like a modem does when you connect to a BBS (if you're old enough to know what it is

) or a fax (never heard one but so I've been told). There was a radio station that would air games regularly. You could download games and software from the radio, imagine that! So freakin' cool

Of course all of this would be considered piracy these days. The material was copyrighted, but no one cared in that part of the world back in the 80's.