Instead of using a step down converter, can I just plug in a UK power supply?
You can provided the console has an external power supply. This is important as only Nintendo consoles tend to have external supplies. The PS2, PSone, X Box and DC all have internal supplies with a simple power lead. Using a UK lead will send 240 volts through the internal power supply blowing it to kingdom come and most likely crippling the machine instead. Dont do it. Nintendo UK power supplies can be purchased directly from Nintendo. Their telephone number is: 0870 6060 247. They cost around 25. Note that some Asian countries have 240 volt mains power like the UK. A PlayStation 2 purchased from Singapore for example will be a Japanese PS2 with a 240 volt internal power supply and can be plugged straight into the UK mains. Of course, always double check first!