They would *never* manufacture their own HDDs. That would require an incredible amount of time and money. Microsoft doesn't make the hard drives in the 360, Sony doesn't make the drives in the PS3. There aren't many companies that actually produce hard drives, the only ones I can think of off the top of my head are Western Digital, Seagate, Samsung, Toshiba, Maxtor, Fujitsu, Hitachi and IBM (though I don't think they make them anymore, if they even ever did).
Actually a quick Google search says I pretty much nailed all of them.