I can play certain games (such as GTA San Andreas and Vice City) on consoles just fine but can't play them on PC even with a controller. I think it's because you can't input cheat codes in the game on PCs the same way you do on consoles so i find that a bit annoying and the controller on a PC has to be manually programmed and it never feels the same.
Then there's the Call of Duty series where I can't play them on consoles to save my life. I just can't aim with a pad or stick like I can with the mouse or get use to so many buttons on such a small surface like the controller which has button all around it. Just not my style I guess. I am a Nintendo guy where controllers had only a few buttons, not almost as many as a keyboard (LOL).
As for the FPS thing, we all know that games for consoles are designed to play on an established set of hardware. All xBox 360s, PS3's and Nintendo Wii's are built with the exact same specs per each unit. No xBox 360 is different from another internally so the games are built to work on the neutral hardware inside these consoles. PCs on the other hand can have hundreds if not thousands on hardware configurations allowing the game designers to take advantage of the hardware to make it either look and perform better or look and perform good enough.
When playing, say, Modern Warfare 2 on a console such as the xBox 360 online you know what the other players are playing with. Another xBox 360. The only thing, besides skills, that can give an advantage is your internet connection (can be slower or fatster). When playing Modern Warfare 2 on PC I have no clue what the other players have under their hood. They could have 2 latest dual video cards and a 6 core processor with 12 GB of memory or they could have a Core 2 duo, 2 GB of memory and a single previous series video card. At that point the advantage can be anyones between the internet speed, memory, processor and skills.
I prefer PCs to consoles as not only does it feel better to me but it also allows for mods. At least for games that are not being controlled like console games such as Modern Warfare 2 is. Such a shame. The PC crowd has been ignored and treated like a minority group who simply brings a few extra bucks to their profits.