When it comes to single player campaign the small number of PS3 exclusives (KZ3, UC2&3, GOW3) wins hands down BUT...
Halo Reach and Gears 3 allow 4 player co-op and split screen (2 payer split screen in Gears case) through the campaign. Can you imagine 4 players trying to fit into an Uncharted 3, Killzone 3 or GOW 3 campaign level?
Generally speaking 360 handles open world and sandbox better. RDR, GTAIV, Fallout, Skyrim, Saints Row 2, Kingdoms of Amalaur all look and perform better on 360. PS3 has Infamous 1 & 2 but they have no AA, aggressive LOD, low res alpha and frame rate problems to put it up with the best of the PS3 best. Saints Row 3 performs better on the Sony console but looks better on the 360. Fallout 3 and NV has higher res artwork on PS3 but there's no AA and drops more frames.
Most multiplats are better on 360 but that's more to do with the 360 being lead console. 360 is better at handling PS3 ports than the other way around most but not all of the time.