I played HL1 on ps2, HL2 on xbox, HL2 on 360, HL2 on pc, Portal 1 on 360, Portal 1 on pc and Portal 2 on 360, TF2 on 360 and on pc. All the rest of the Valve games on pc.
And honestly, Valve games are just as good on a non-pc system. I know this goes against the grain of pc master race, which is awesome as even I own a gaming pc, but playing fps on consoles is pretty standard affair these days, as seen by the developers using even 360 pads to demo Duke at events.