I play online a reasonable amount, but only on the PS3 and PC. I haven't paid for Live for several years now, it just seemed like a really stupid expense.
I tend to prefer the PS3's online to the PC's online, mainly because it has better matchmaking in most games then the god awful Gamespy system or even worse the company owned chatroom system (like Demigod). I especially love that it's free, it has usernames so you can track people and it has almost all the best games. It is very similar to the 360 in almost every respect with regards to online play, except, of course, the cost. Also, there seem to be less idiots on the PS3 then the 360 (its an older audience, on average, and less prone to the infamous "gamerboy rage" that infects Halo 3 in particular).
I also, of course, like spending the 50 bucks on another game instead of a fee to play online for a year. I got a 360 originally at launch so if I had let MS bill me yearly like they want to I would have paid more in fees for online play then a new 360 costs today, how messed up is that? That isn't even including having to pay 99 bucks out of the gate to get a wireless adapter, which is the most standard of standard features for an online console (even the Wii has it standard from release).