I don't really prefer either, though the first RPGs I played were actually console ports of PC games. But at that time, at least here in the states, an RPG was a rocket propelled grenade... so...
Wizardry. Game made me want to - though I never did - learn about DnD, I've still yet to play DnD though. It's a near storyless dungeon crawler, but still a hell of a game for back in the day - and in my opinion is one of the best in it's genre. I remember playing that on NES.
But really, I haven't found much of a difference, except that PC rpg's tend to me more customizable. User created characters that fit into a back story - Baldurs Gate. That's not a bad thing, mind you. Console RPGs tend to instead of letting you create your own role, put you into someone's predefined character. Sure your still making decisions here and there, but they are (usually and generically) much more interactive story books with a few "chose your own adventure" type qualities. What will you do? Will you fight this person now in his tower, or will you search for the lost washroom key in the desert before you ultimately fight the bad guy in his tower? Though that's not a bad thing either.
Suikoden II, one of my favorite games of all time, in truth was this 2nd method. Sure, you could change a few outcomes, and yeah there was a lot to do, but ultimately the only thing that mattered was defeating the bad guy in each game's series. What you changed and did - even in 3 where your choices were much more important - were still not heavily impacting the major story line.
Too me, they're dead even. But like Marcus said, you get rare gems out of PC's that are hard to find, but the same can be said for consoles. The only difference is the amount of crap to push threw before you finds those gems.