I just named bigger ones. Games like Heavy Rain, Infamous and Little Big Planet are all even more examples of exclusive on the ps3 alone. I have both but think the better exclusives are on PS3 (their game library is amazing) but the big multi plat like cod and whatnot are better on 360 because they make it there and port it to pc and ps3. The only game I'd ever really play on pc over console would be games like Portal, Crysis, or Minecraft where the creativity is held to a certain level on console or isn't able to look quite as good. I would never harp on anyones console or plat choice though because in the end it's what you have fun on.
Me, I wish I could have the ps3 controller, games, graphics. The xbox live servers and connection. mixed with the design and customability of a PC. lol