Depends on the game. If it is an FPS, I usually play it on my laptop, because the mouse is the best way for me to play shooters with. I suck at doing so on a console. And I usually play MMO's on PC as well, since the MMO's on console is rather scarce, though I think I will get Final Fantasy 14 version 2.0 on my PS3 (I also play DC Universe Online on my PS3).
However, most other games I play on my PS3. Fighting games, RPG's, hack'n slashers, platformers, adventure games, etc. It is just so easy on a console. You buy a console, you buy a game, put the game in and voila, you play. On PC you have to make sure your machine is compatible, if you got enough space on your harddrive, if you got the right graphic card, etc. A computer is not a one-time investment, you have to keep upgrading it to keep up with the games released. After half a year, your topnotch PC is outdated and then you have to upgrade it.
A console has a longer lifespan. The PS3 is 7 years old and the PS4 is underway. The negative side is that it is locked in its hardware where a PC is easier to replace certain parts when they are outdated. Though I do believe they will do that with the PS4, upgrading the hardware over time to keep up with the development, but I'm not sure on that one.