Can I use any figure on an XBox and then take it and use it on Wii?
After doing a bit of looking, I believe I can say that yes, they can be used cross-console.
I did some looking, and as noted in my comment, a video game accessory will usually indicate its console, from my experiences, to help users. I have not seen this on any Swap Force characters.
Additionally, Amazon has them listed on multiple platforms, as have a few other shopping sites I've checked. Right below the item, it will say "Platform:" and list all platforms it works on. All platforms for the Skylanders series are listed, therefore I believe that they work cross-console.