It's on the PS3 according to Geoff Keighley's twitter:
http://twitter.com/geoffkeighley/status/2008492885
"Spoke to Tretton - he confirmed Metal Gear Rising is absolutely coming to PS3 alongside Xbox 360."
Why Sony didn't mention this in their E3 conference is beyond me...
My Mario Kart Wii friend code: 2707-1866-0957