Hi Adari
I was in a similar position to you. I hadn't owned a console for years (Megadrive II ^^), but I didn't want to spend a fortune building a new PC suitable for Crysis and the likes.
In end I went for a 360, and I'm happy with my choice. It has a large variety of games and an excellent online service. My brother also has one, so that really swung it for me. As ST^ says, no controller will beat a mouse and keyboard for FPS and RTS games, but developers know this when they're designing, so overall you shouldn't have any problems (and you have a good excuse when things go wrong, 'You know that wouldn't have happened if I had a keyboard and mouse ...'
).
My major complaint with the 360 is the noise, since it is very loud under load, but apart from that I'm happy with it. There will be an updated 360 out later this year with a built-in Blu-ray drive, but it will just be for movies (and music), not for game content.
If you do want Blu-ray movie playback, then the PS3 is an excellent choice. It's a great console, with very good games (arguably not as many titles as the 360, but obviously these things changes with time), and it receives frequent updates to improve its functionality. The online component isn't as good as the 360, but again it's improving fast. I'd happily have chosen a PS3 if my brother had had one, so just decide based on your own needs and ignore the fanboys (on both sides).
As for the Wii, I had one for a while and to be honest I really didn't like it. Yes, it's small, cheap and quiet, but it's more like a toy than a console. Granted, maybe I'm not their core demographic, but aside from Wii Sports and a few other games, I just don't want to play endless Mario clones. Hats to Nintendo for sticking with a winning formula, but it seems they're flogging a dead horse at times. The motion controller is fun, especially with your friends, but after a while the novelty soon wears off.
Kind regards