There are only a few games that are better on consoles. And that's not because consoles are superior it's because developers are lazy fucks and they didn't bother optimizing their games for PC. So it's easier to say which games you should avoid: SC Conviction, Assassin's Creed 2 and GTA IV are on top of my head. These games suck on PC because they don't know the word optimization, not to mention the obnoxious Ubisoft DRM for AC2 and SCC.
Games that are better on PC: Mass Effect 1 and 2, Dragon Age, Assassin's Creed 1, Just Cause 2, Every GTA except GTA IV, Half Life 2 and episodes, every CoD game, every FPS game actually etc.
RPG's are 10x better with mouse and keyboard. Same goes for FPS games and most third person games. The only games that take the advantage of a controller are adventure games like God of War and Devil May Cry. But if done properly they could be awesome with a mouse and keyboard. The only problem is no one tried to do it right.
Also, graphics are better (gooder is not a word)