Well, I prefer consoles for a number of reasons. Firstly, when I buy a game for my PS3, I know that, except for a few notable exceptions, it will run on my console. That's a massive weight off of my mind.
Secondly, it can't get viruses or become infected with malware.
Thirdly, I like to sit on my couch and relax when playing a video game. For some reason, I can't seem to relax when using a computer, probably because I use it so much for uni work and the like, and it's hard to sit at my desk and relax.
Fourthly, I like to invite friends over and play local multiplayer with them. Playing online is fine, but you can't beat the feeling of sitting down with some good friends for a gaming session. If I wanted to do that with a computer, we'd both need copies of the game, and both have to move our computers into the same room.
Fifthly, when you buy games for PC, even if you buy a retail version, they're often linked to Steam or some other DRM. I recently went away for the weekend to a place with no wireless internet, wanted to relax and have a nice game of Civ V, but was unable to, because I'd forgotten to configure Steam for offline. A game which I bought in a store and never play online was therefore inaccessible to me, and I never have that problem with console games.
Sixth, and I know this will probably be unpopular, is motion control. People can hate it all they want, but I don't think I've ever had as much fun while gaming as when I've had some spirited matches of Archery or Table Tennis with my friends in Sports Champions, and Killzone 3 and Resistance 3 were a lot of fun with motion controls too.
Finally, there are the exclusives. I can only speak for the PS3 about this, but some of the best moments I've had in gaming have come from exclusives. LittleBigPlanet, InFamous, Uncharted, Demon's Souls, Resistance, Killzone, Motorstorm...they're amazing games, and I couldn't have any of them on a PC. Additionally, Catherine, Red Dead Redemption, and El Shaddai, while not being PS3 exclusives, are console exclusives, and are examples of other amazing games I'd miss out on if I had a PC.
So those are the reasons I prefer console to PC

Hope I've helped!