Well, sticking to FPS games as the OP asks I think its pretty obvious. With the exception of something like COD4 (new engine and simultaneous PS3/360 development) most FPS released are either on U3 engine (originally designed for PC) or on engines designed with PC in mind originally.
It's no secret that while 360 does not = PC in architecture it is similar enough (especially with dev kits) that getting an engine designed to work on PCs to work on it is very easy.
PS3 has no such advantage with these engines and indeed with its Cell design and memory architecture it does not work well with these generic middlware engines and all to often they simply do not perform on PS3 as well as 360.
UT3 on PS3 looks and plays good, but required Sony assisting Epic dev team (so far as I can gather from a few internet searches) and is arguably the only truly well optimized U3 based game on PS3 (that I've played at least, although I gather there are some others).
Now this will change over time, as newer engines (such as new ID engine and console version of Crytek engine) have apparently been designed for both PS3 and 360 and engines like Unreal engine increasingly get tuned for PS3.
Right now though the best FPS on PS3 are without a doubt either build purely for the system (RFOM and I'm willing to guess RFOM2), based on simultaneous development (COD4) or games with a lot of Sony input on tuning (UT3) - as Turok and the like show your more average FPS game is still likely to play/look better on 360 for a while yet.
And as Haze showed, even an exclusive FPS can still struggle on the PS3 architecture if the devs don't get right into the guts of how to exploit the system (and as much as I respect Free Radical's FPS credentials Haze graphically is simply not as good as it should be so I really have to hold them accountable for this as RFOM has better graphics and was a launch title rather than a title given ample time via delays to get itself really polished... although I will say the core FPS mechanics are indeed solid as many reviews - even the bad ones - have indicated).
But hey, remember that the best FPS on 360 or PS3 always trail their PC counterparts graphically anyway!
Try to be reasonable... its easier than you think...
