Every game made by Valve is better on PC (and yes, they have splitscreen and wireless controllers) so Half Life 2 (+ the episodes), Team Fortress 2, Portal and Left4Dead are PC worthy, you can get them at retail or Steam...
Bethesda games also follow this rule: The Elder Scrolls IV: Oblivion & Fallout 3
Also others like
Mass effect
Bioshock
Unreal Tournament 3
The Last Remnant (if you have a PC powerful enough you won't get the 360 issues or the possible future PS3 issues)
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Now, only on PCs:
The Witcher
Crysis
Age of Empires III
Spore
Civ IV
Sins of a Solar Empire
The Sims 3







