Terminator has a good point. Consoles are quite easy to get into and seemsless to setup. You buy and you play.
PCs on the other hand, are quite complex to build (especially for titles like Crysis or GTA 4). Also, PCs will cost you about 5 times the price of a console. However, if you want the best graphics (up to twice as better looking than a console), then I say go for PC.
Each platform has its pros and cons. Tell us what you fancy and we'll recommend accordingly.