I'm am a brand new FFXI player and I play on the Xbox. I tried the PC version as well but have found for me personally, I like the Xbox version. The graphics are in HD and playing with the Xbox controller is much easier. I did find that you could play with the controller on the PC version as well but there is a tedious setup procedure that many people would probably give up on.
Also, from what I read the PS2 is not getting the new Expansion (correct me if I'm wrong) only PC/Xbox would be.