TSA website says the large physical console has to come out, and that's what i was told at both the DEN and TPA checkpoints when asking.
I went through DEN with it tossed in a bin like my laptop - I left every other bit of wii in my roller bag in the original box still packed up and they didn't stop it, question it, or anything. The TSO who watched me unload (I was the only person in security at the same) even commented on the wii.