If you mean PS3 in stead of PS3, you should definitely choose the PS3. The PS3 has better exclusives than the Xbox, and it contains a Blu-Ray player!!
If you mean the PSP (The PlayStation Portable, the thing you can hold, the handheld), you can choose between the Xbox and Wii.
The Wii is more for family games, if you don't care that the graphics don't look good.
The Xbox has more 'mature' games but also has some (read: not much) family games.
You can compare the Xbox and PS3 pretty good. The PS3 is better in my opinion, the Xbox breaks very fast (RROD), the PS3 doesn't. Though, the new Xbox might be just something for you. I have an hub about the new Xbox if you're interested