As long as you have Xbox Live it's just a matter of preference, but definitely get it for PC if you don't have Xbox Live, TF2 requires it. If you're going to get Left 4 Dead I'd get it for 360 though, that way you can play with friends on the same screen in the same room and they don't all have to have a copy of their own as they would with the PC version. But then if you don't have Xbox Live you can't play online, so hopefully you have Xbox Live.
Personally I wouldn't get WoW, but... to each his own I guess. You can always get the 10-day trial and decide if you want to buy it that way though. Speaking of trials, there's a free Crysis demo I'd recommend, it's one level of the game and it's not time limited or anything. Might want to check it out. Here's a link to where you can get it:
http://games.ea.com/crysis