Used to be that I'd own a PC because that's where all the games were. Now all the big games are on consoles -- but the PC still has to be my platform because I like wargames, and they're pretty much only on here (Matrix Games has most of the selection).
But I'm also discovering a wide variety of fun Independent Games. Manifesto Games has a good selection. Play this Thing offers daily reviews to point you towards interesting stuff.
And there's an annual contest called the Independent Games Festival that has a great list of "Best of" for various years. Many of the games appear to only be sold via their own website.
I just started playing last year's winner, Aquaria -- which is a very fun arcadish, adventurish, puzzle-solving RPG -- albeit a bit chicky. Here's some video: