Check XNA .
If you want to put the game on Xbox Live, what you do, you have to pay a small fee. Around $ 100 / £ 50 etc. Not too much. If you just want to play this game yourself on your 360, you don’t have to download it, although, naturally, no one else can get your game. Check out this my question regarding XNA distribution. Depending on your scenario, you may charge a fee. Note for Windows development is not charged.
, #, XNA - 3.1. , Microsoft. .