I am so bad at something like this but I'll give it a shot.
I guess I'll start with PS3 since that is the easiest, well PC is the easiest, but you know..
PS3:
-Heavy Rain
-Demon Souls/DarkSouls
-Metal Gear Solid Series
-Shadow of the Colossus/Ico
-Killzone Series, I guess
I am sure there are other, better exclusives for PS3 out there, but I haven't played them, and I don't think Uncharted series is worth getting a PS3 for. That is just me, I like the series, but I think the ones I named far surpass it. Also Demonsouls/Darksouls, I am aware Dark Souls is for PC also, but chances are if you are buying a console you don't have great PC and on average most people don't have a PC high perfomanced enough to run Dark Souls, and among the TV consoles Dark Souls IS an exclusive.
NEXT is PC. Arguably the best system, especially for exlusives. Yes PC's can be a pain in the ass, but with Steam PC gaming has become easier then ever. There are so many great PC exclusives i'll just name 5 of my favorites.
PC:
-KIlling Floor
-Civilization Series
-Total War Series
-Great indie and mod scene, like FTL, Binding of Issac, Trine, Magicka, Dear Esther, Super Meat boy, They bleed pixels, Terraria ect ,ect.
-League of Legends
Now I know a lot of the Indie games I mentioned are also out for consoles, but they are ALL out for PC and most arguably play better and cost less for PC. Also I would like to note Team Fortress 2 and Counter Strike, I know both are available for consoles now, but both play much better on PC, don't require a great PC and Team Fortress 2 is FREE on PC with more options and ways to play the game.
Xbox 360, this one isn't my favorite for exclusives, but it should be easy.
Xbox 360:
-Halo Series
-Gears of War series
-The first Mass Effect
-Fable series
...errr, actually Xbox Sucks for exclusives. Halo is the only exclusive I actually like and mostly for its Multiplayer. I actually think it is one of the greatest multiplayer games ever made, it is my for favorite. Might be because I grew up playing Halo multiplayer since Halo 1, who knows. I love it.
Wii!....uhg. The only reason I would ever buy a Wii is to buy the exclusives, I'll name the ones I would get.
Wii:
-Zelda Series, the main reason I would get a Wii.
-Both Resident Evil Zero and REmake, another great reason to get a Wii.
-Super Smash Brothers, buuuuuut only if you have friends. Really fun fighter, probably the best.
-Animal Crossing...yeah, buy this one if you DON'T have any friends...hehehe. Great Games.
-And maybe a few cool RPG's that you can't get on any other system, like Fire Emblem, The last story and Xenoblade.
I guess there is also the Mario games like Galaxy and New Mario bros, if that is your thing. Wii is my least favorite mainly because of the controller. Recommend a Gamecube controller lol.