true PC has more possibilities but the console ones don't need any requirements where as PC may get real choppy and slow the 360 won't and the PS3 looks way different
Graphics-wise, there is rarely any difference between XBox and Playstation. The PS3-Hardware is mainly used (like: to the limits) in PS-exclusive games.
And if you go with console-ish graphic-settings on the PC, you can probably run the game on a low-end machine as well.
Brink is NOT Games for Windows Live, it's Games for Windows, that just means the installer uses the Windows protocol and directory structure, ie: nothing in system files, it has nothing to do with Live
And Games for Windows ensures further compatibility, with the XBox 360 gamepad for example.