No for starters needed there. The X-Box is the only console currently capable of doing Dolby 5.1 in realtime.
The Cube doesn't have a digital audio out, so can't send a discrete 5.1 signal, but does have Pro-Logic II on Rogue Leader, which works quite well if you can decode that. Factor 5 have now made their sound libraries available to other developers, so expect to see more DPL2 GC games in the future.
As for the PS2, there are several games (The Bouncer and MGS2 spring to mind) that have DD5.1 in pre-rendered cutscenes, and EA have code developed with DTS that allows them to do realtime DTS on some titles (SSX Tricky was the first, I believe there are now others). I've not heard this yet though, so I don't know how it compares to the good DPL2 from Rogue Leader, or Halo's absolutely stunning use of DD5.1.
I've played SSX tricky and the DTS is only ok. It doesn't seem to be on full time like Xbox's DD 5.1, For example the rears are usually off unless you trigger something that creates a sound behind (which is stupid imo) like hitting a metal pipe which will ring loudly and carry over to the rears as you are sliding down the hill. It seems rather cheap and it looks like EA's technique to get DTS on the PS2 is still limited (it does have to take up one of the VU's).
GC's DPLII is great, the rears are in use just as much as the mains are and that one level with the enormous amount of dogfights in space is the reason why I keep this game. My gripe with it is the clarity of the sound. Since it's not passed digitally and DAC'ed inside the Gamecube it just doesn't sound as sweet as sound fx from the Xbox's and PS2's digital outputs. I really don't mind the DPLII rather than DD 5.1 as the channel seperation is very good.