I still like keyboard and mouse controls better to all gamepads, but I still play consoles instead of PCs so I can play with friends. So there's something I dislike about all consoles. In addition, I hate the fact that console manufacturers don't allow people to buy dedicated servers for their games, and a lot of them don't allow server searches. Part of what makes PC gaming so fun is finding a server you really like and hanging out there, something that the quickmatch-obsessed multiplayer modes really miss out on.
I'm not going to do a console-by-console breakdown, because a lot of it is just the standard fanboy ravings on each side about why the other side sucks. One thing I will say, though, is that the DS seems to have a terrible time dealing with any network encryption. Even protocols that it says it supports will sometimes come up "unsupported".