Thanks for the advice guys,
Ended up getting the PC version. Main driver was the fact that SAIX have a local server for TF2.
There are two (three) issues I have observed with going PC instead of 360 (I'm sure there are issues in going with 360 instead of PC as well).:
1) Oh man, I forgot how I hate Steam so very much. It does very much the same thing as X-Box Live, but does it very, very badly. No I mean extremely, very, very badly. Admittedly it's better than when it launched, but holy cow, I have been spoiled by Live and the bar of my expectatrions is so much higher now. Anyhow, it took like 3 hours to install the damn game. I just don't get it. I mean It comes on two damn DVDs so what on earth is going on? And I have a 4mb line. I was worried that it was downloading the whole thong again, but it used relatively little bandwidth in those 3 hours. Once I got it all working it seems to be stable and usable enough though.
2) The local server is that. One local server supporting 24 players. Now they have sold quite a lot more than 24 copies. I did get to play a whole bunch, but I forsee a problem. But I guess that using Live's P2P system you will lag to death long before you get 24 players going. I miss the Holo3 party / friends system. Whish that was an option in the PC version (and that MS made it possible to have dedicated servers for XBox games).
3) (Not really an Issue ....) I battled with the mouse / keyboard at first. That was a shock and totally unexpected. But after doing all my FPSing on the 360 since gears came out I am actually getting used to it and to really like it. But it came back to me quite quickly.
Other than that TF2 is a nice fun game. Not nearly (IMO) as good multiplayer as H3, but it's different enough to a nice change etc. They even gave achievement points built into it, but what for I don't really know.