Can i play casino games in New Vegas?
Blackjack, Roulette, Slots
Is it a defined Black and white game or are choices hard to make?
It is 'shades of grey', and stays true to the Fallout 1/2 lore. Other than the Followers of the Apocalypse, even the best and brightest have their nasty moments, so it can be difficult to make a choice sometimes.
Is it a game better for PC or Xbox360?
I'd say PC, if you've got a decent one.
Oh, there are MANY mods, and some really, really good ones at that. I highly recommend studying a mod before using it, though. For example, there are many people who praise 'A World of Pain', but after investigation, I decided that it was absolutely not a mod I wanted to use. Never just take unqualified praises of mods as gospel.