It really depends on your tastes... and how much money you have to spend. Now-a-days most games come out on every console as well as the PC; however there ARE some console exclusive games. (Halo on Xbox, Socom on PS3 etc.).

System-wise the consoles are practically the same. They'll each come with a Hard Drive for storing game saves or downloaded games. An Online service to surf the web or purchase additional content for games (or just download entire games). PS3 comes with a Blu-Ray player and you can purchase an add-on Blu-Ray player for the Xbox 360.

PCs on the other hand can and usually are entirely different from one another. Thats where the problem comes in for PC games. There is no 'standard' they all are developed for. That and the fact that PC components have a 'newer and better' option every 6 months or so. They usually make the games assuming the customer has the newest video or sound cards, a large amount of RAM etc. If you don't meet the requirements you won't be able to play until you get an(other) upgrade.

One thing that's nice/cool about PC games is you can usually find user created 'Mod's for the games. Think the game you're playing would be cooler if instead of random terrorists they were Stormtroopers? More than likely someone has created a Mod for that. With just a bit of changing files, you can be playing it like that too.

But like I said in the beginning, it all comes down to you. Which games do you like playing, and which system has those games on it.