PSN gives away games every month. And the PS3 has a very robust indy scene compared to the 360 (probably because of MSFT's forced payments and mandatory paid DLC)
XBL gives away games every month, and you get to keep playing it even if you stop paying for live, unlike Sony's protection racket.
XBLA also has dozens of titles that go on sale every week, for 50-80% off. With that and Bing Rewards giving me store credit most of the XBLA games I have were also free.