I have a PC and a PS3. Most games I will go with the PC version unless it's obvious that the control scheme is better suited for a console/controller.
I played Dead Space on the PC with keyboard/mouse and it just didn't feel right. A game like Arkham Asylum, I decided to go with the PS3 version.
Among my favourite games are RPGs though and I will always choose the PC versions for those. Fallout 3 and Fallout New Vegas, I couldn't even imagine playing them on my PS3. Same goes for Skyrim.
First-person shooters are an odd one though. The PC version is always superior in terms of technical aspects as well as being able to handle more players. But more people I know play them on consoles so I've been getting the COD games on PS3. But when the new Counterstrike game comes out, I think I might be making my way back to the PC for that.
PC used to be my platform of choice until none of the good games would play on my PC without massive upgrades. In any case, I only get for my 360 what I must (Splinter Cell, Mass Effect) I get everything else for the PS3 simply due to the free online gaming option. Everyone I know owns a PS3 or both anyway, so it works out.
but online ill definitely go with xbox 360, and as for PC's go, I hate upgrading parts every 3 or 4 yrs, done with pc gaming until I decide to upgrade and play an FPS again (last FPS i played was cod4 on PC)
If the game is multiplatform, i always go xbox. but sometimes there are exceptions like exclusive content, not dealing with multiple discs and a bigger community like velocirapt mentioned about dark souls.