I always say I prefer PC games, but I'm really not sure. The most memorable games I've played were all console games. Most of them are from the old arcade to SNES era, but there were good times with some later ones too(Super Smash Bros, Mario Kart 64, F-Zero X, and Goldeneye 007 namely).
I think it's that console games can be more engaging somehow. For one, having the person/people you're playing with/against right next to you just provides a better experience than playing with people online.
Even with single player, console games seem to just be different. I've played Solomon's Key, an old favorite of mine, on the computer and it just doesn't feel the same way. But unfortunately that's really the only place I can play it now.
When it comes to large online multiplayer games, though, that's just ground I think consoles should stay away from. PC's are much more equipped and reasonable for that type of thing in my opinion.
So if the question was choosing between PC games of today and console games of today, I'd go with PC games. But if it's choosing between the the old console games and the PC games today, I'd go with those old games without hesitation ;-)