I began with an Xbox actually. Unfortunately, after my 3rd console stuff its self, I bought a PS3.
Haven't had a problem since I bought it, and I'm loving my PS3 :D
EDIT:
Don't wanna sound like a friend, but I didn't really like any of the 360 exclusives
*grabs flame shield* I always found Gears of War stupid, because every character has to say 'forget' every second word. I get that it's an adult game, but it was just dumb in my opinion.
Halo was OK, but it's kind of overrated.
Don't know why, but I always seem to enjoy PS3 exclusives a lot more. Uncharted 1-2 is my favourite game series :D