Could someone help me choose a console?

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Why would you want a console to play FPS games? It's like getting a PC for platformers or fighting games. As an owner of a Wii60 and a PC I'll tell you flat out you have the best platform for shooters bar none. If you don't have one yet, spend the $250 (USD) and get an 8800 (new DX10 graphics card)--it blows anything any console can do out of the water by a mile.

If shooters are your thing there's no reason at all to get a console. They always come out on computer anyway, and always in a superior form. CoD 4 for computer is great (and in hi def), anything involving the VALVe or id family you can get through Steam, which will last forever (as long as you keep your account and name, you have it forever).

DX10 is rearing its ugly head, and if Crysis is any indication shooters are heading for complex calculation, which means console shooters will be quaint and archaic within a year or 2. Gears of War is out for PC, with tons more new content over the 360 version and of course much tighter controls for 180 wrist-flick headshot goodness. Mass Effect coming out later for PC, it'll definitely follow suit as far as more beefiness.

Dual analog is very clunky and slow for FPS, if you've been on a PC playing shooters for any length of time it'll feel like molasses and generally dumbed down. The Orange Box and all its runty children are a perfect example of a package of games that lose its luster because of horrid dual stick control.

If you were a pure console guy I'd say go 360, but you have the best online, the best shooters, and the best controls for them bar none. Going from PC to 360 for shooters, the control is roughly like going from a 911 Porche to a Ford Pinto or some equally tragicomedy style car.

I can't endorse the PS3, since I do not have one, but I won't discount it. I'd say wait for a PS3 guy to chime in and speak about the ups and downs.

As much as I'd love to endorse the 360, I'm not so sure I can as mine ended up bricked for the 3rd time 3 hours into Assassin's Creed. It's something you have a 1 in 3 chance of dealing with (the failure rate is something like 31%). Especially not for someone interested in shooters primarily.

However, for other types of games, consoles are great. I personally love the 360 for games like Dead Rising, Forza 2 (racing game), and Crackdown, Virtua Fighter. RPGs you're going to be hard pressed to find any worth a damn on the 360, sadly.

The thing that makes these games great, though, is that the controller is perfect for those types of games. Which is most definitely not the case for the FPS genre.

Wii is the most unique, and I've enjoyed it a lot personally. If you have a lot of friends, like people you hang out with in person, this one is the way to go as it's a purely social machine. Give it another year or so when the games start rolling in, it's still going through first-year-itis.

360, even getting rid of all the FPS, is a really great console. Dead Rising alone is worth the price of that system. Even avoiding FPS on the 360 I've gotten a lot of fun out of it. Just know that the chances of it bricking on you are higher than any other system by an insanely large margin.

As a fellow FPS fanatic, I'd say upgrade your computer.
*KB+M is the still the best FPS control, anyone who says otherwise never played Quake 3 for the Dreamcast.
*Online is not only a lot better, but it won't cost you $50 a year. Also, you'll be playing on someone else's xbox, there are no lag-free 24/7 dedicated servers in console land.
*Downloadable content is not free on consoles. To give you an idea, they're charging $10 for a couple extra maps for Halo 3.
*The PC version of any FPS is far superior thanks to mods and controls. Especially games you can buy on Steam. Oh yeah, and graphics.
*DX10 will make more and more of a difference in the immediate coming years, this is the biggest tech jump in a decade. See also: Crysis

*edit: Also PC still has the edge in FPS competitive gaming. 360 online you're essentially bouncing aimlessly server to server. No real clans, no real competitve play, mostly just pub scrubs. Not sure how into the competitive scene you are, but if you have any interest in high level gaming, consoles will leave you hanging pretty flat.  

In the end it's your money. My personal vote would be go for the experience you can't get on a PC, and hunt for the console that has the most of other genres you like.