Well not for individual games, but I had to do port forwarding for both PSN and Live aswell as tinker with some of the internet settings on the menu screens to get both online services to run smoothly and to get Nat type open.

In my experience once in-game there is no noticeable difference. I've had games lag on both services where I've been forced to quit, but nothing exceptionally prolonged on either. 

I've played quite a few Blazblue and S/SF4 matches with some friends from Japan and Australia (I live in North America) and connections relatively rarely lagged. Don't know what the experience with those games is like on Live, I would assume similar. Rhythm and fighting games are probably the best way to compare these types of things since they require such specific input timing.

Both PSN and Xboxlive used dedicted servers, but very few.

Your not making any sense?

I've tried Street Fighter IV on both of them and Live was better. Less lag and it found games quicker. It's still not worth paying for though.

the same in my experance.

I've had xbl for the first year of 360 and had a lot of problems with it. Mainly incompatible NAT type errors. 4 out of 5 multiplayer games did not work in TDU. PGR3 would not allow all of us to talk during a race, and have bad echos when it did work.

Burnout paradise worked flawlessly on psn. I did have some NAT errors in GT5:p too but far less. Resistance 2 8 player co-op, perfectly fine. GT5 also always works, however Dark souls was pretty unstable, 3 out of 5 summons did not work. More recently NFS: most wanted, very smooth. Far cry 3 co-op very decent, but the co-op game is very buggy.

Anyway after a disappointing first year of xbl I switched to psn and never went back. I'm sure it's all fine nowadays but the few times I play online don't justify a gold subscription.

Maybe you've jumped to completely the wrong conclusion

 Well all the games I play online seem to be EA games anyway which seem to have some sort of ping based match making as I never don't get a smooth game nowadays. Or maybe everyone who plays the thing are just European so you're always gonna be fine for lag.

 I grew up on Socom 2 playing Swedish and Finnish clans so I'm well adjusted to lag anyway, so everything nowadays probably feels stupidly smooth :P.

Having had only limited experience of PSN, the experience I had was beyond disappointing, a) the severely large patches had me waiting for days to even get online b) the games that I have played, cod and kz2 both seemed to have consistent disconnecting issues. Killzone lag was abysmal, albeit i think it was an eastern server, the lagg was just terrible, the matchmaking didn't work properly on either of the games and cod has experienced very bad lagg, and it wasn't even one of the newer ones, so connection issues should have been ironed out before. Although my experience was somewhat limited, what i have seen was enough to deter from trying anymore. The only upside is the fact that PSN is free, If xbl was anywhere as bad, i would definitely feel ripped off for paying for such terrible service.