If you have any interest in online play though, get the Xbox 360 version. Pretty much everyone online has a headset, which makes a huge difference. I think communication in this game is going to be something very important.
There isn't really an "official" PS3 headset and they certainly don't bundle them with consoles, so no one really uses voice chat on PS3. It's a big disappointment really. Also remember there are many millions more users of Xbox Live than there are of PlayStation Network, although Xbox Live will cost you £39.99 per year. You get a month's free trial in the box with GTA IV.