I agree with everything that Kantor Said, but to add onto that:
Xbox Live: Since all users have a headset, you get alot of rude people online. The same can be said about PS3, but not everyone has a headset there.
PSN: You have to pay for the majority of additional content in the store (Sorry Kantor, but the way you said it implies that with PSN the store stuff is free). One major issue I have with PSN is that not enough users play it, so whilst I could pick up alot of 360 games and play them online and find people, with PS3 that's not always the case. That'll change in time though.
Wii Online: Is garbage. Not enough games support it, and of the ones that do, the lag is horrible. Where as Sony made an attempt at making a online experience that was competitive to the Xbox (and succeed for the most part), Nintendo really just tacked it on.
The fact that Nintendo wants to protect children (which is definitely a good thing) it makes the experience pretty frustrating for the adult Wii owners. If parents could just manage what their children play and do, I'm sure the Wii would have given online a fair go. Sadly, it hasn't. Forget about Wii online.
Actually, I take that back. Forget about multiplayer online, love Virtual Console.