From my perspective consoles just don't match up to PCs for playing games. They just don't have the graphics capability.

That said:

PS3 - Guitar Hero 3 and Rock Band
Wii - Mario Galaxy
360 - I suppose Halo

There are a couple of good driving games for the PS3 but these days I only use it for guitar games, and on the PC I am mostly playing COD4 (I'll have to look out for you l0ser) and Portal (there is a flourishing community developing much harder levels than the originals. See thinkingwithportals.com, myaperturelabs.com and portalmaps.net)