I have an xbox mainly for fifa games, they're pretty much made for consoles, the PC version of Fifa tells you to press A and B etc, which I find rather amusing (if you don't use a controller on your PC). So yeah for sports games, I think consoles is where it's at. But most other genres I'd play on PC. I don't play fighting games but apparently they're much better on consoles too.
As for if you should get an xbox or ps3, only you can decide that really. They both have their exclusive games, ps3 has a bluray player and free online, xbox has (imo) more comfortable controllers but paid online. My mate has a ps3 and I get handcramp using his ps3 controllers lol, but I have rather big hands. Really I'd just look which exclusive games you prefer more and decide from there.