I personally like to mod my games, though, which is borderline-impossible on modern consoles. There are also quite a few games - like Kerbal Space Program - that aren't available for consoles and that I enjoy playing.

I personally just game on a Linux box (running Slackware, specifically). I don't get the best selection in the world, but most of the indie games seem to be paying attention to Linux/SteamOS, and said games tend to be the better ones anyway.