Sometimes you forget how well everything works on Microsoft's side. Like, when you get an achievement on the 360, you hit the guide button and it takes you right to the description. On PS3 you gotta go into the XMB, scroll over to the trophy icon (that recently moved for some reason), wait for it to sync, scroll down and find the achievement (you gotta remember the name), and that's how you see what you've unlocked.
an advantage Steam has are achievement progress indicators, so it'll let you know if you're on your way to unlocking an achievement.