Consoles do have their advantages, if I see a game coming out for PS2, then it will work in a PS2. I don't have to pray that my video card, CPU speed, RAM, hard drive all match up with the specs of the game.
BUT, it is still no contest. PC games rule.

You just have so much more freedom then you do with console platforms.
Examples:
I buy Half Life. "I don't like the way the handgun looks". Hop online and pick one that I like, download it and have what I want. "The sound file for that gun sounds a little weak", back online and I am happy again. Oh lookie, Counter Strike MOD - Download (now I have 2 games). Day of Defeat MOD (now 3 games). Rival Species! (4). Each of those games now has a community of gamers creating new maps, player and enemy models, weapons, sounds...
Aces High 2 - download new aircraft, tons of new plane skins and sounds
Baldur's Gate 2 - Expansion pack. Download trainers that let you do almost anything, new races, a weapon editor that lets you make your own items and spells...
I could go on like that for any of my PC games.
Like I said, no contest.