I would pick PC over consoles any day but that's just my opinion.  There are negatives and positives to both.  It is cheaper to get a console but if you skip the console and spend the saved money on a PC then you can get a pretty nice PC.

As for recommendations you seriously need to play the Half Life 2 series, Portal and if you are into multi-player team games Team Fortress 2.  I think they might have demos of HL2 and Portal.  The most amazing thing is that the entire HL2 series (three games), Portal and TF2 are together in the Orange Box and is priced the same as other single package games on the market.  I think Valve has the most innovative and creative games out there.  Also the Orange Box is available on the PC, 360 and PS3.