I have all of them, but I prefer Xbox.
It depends upon the game.
I only play car racing games and the NFS Shift series that I play online is better on the Xbox than on PS3 (and PC from what I've read on the forums).
The latest Forza4 (released Oct 14) car racing game is only available on Xbox.
I also use a microsoft wireless steering wheel and pedals...not available anymore, but good.
I have built them into a rigid 'cockpit'.
My boy is an absolute ace on the shootemup type games, and is currently busy on the latest one...'Call of Duty MW3'.
The graphics and features on that are unbelievably good.(We use a 42" LCD TV on cable).
PS3 gives you internet access, and free online.
Xbox you pay for online gaming, but I reckon it's better quality too.
Here's me doing a lap of Brands last week on the Xbox.
Quality is MUCH better in the game than it appears here on the youtube upload, and certainly no hesitation or 'mini-freezing'....as well as an 'over-exposed' look. Uploading has done that.
There is also night-racing on Shift2, which is superb.
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