GTA4 renders at a lower native resolution on PS3 and runs at a lower framerate. Same with Red Dead Redemption and I assume GTA5 will be the same way since its the same engine, but we'll see when that game comes out.
Saints Row games also run better on 360. Call of Duty holds it's 60fps lock on 360 whereas it dips on PS3. The entire Assassin's Creed series runs noticeably better on 360 although they lessened the gap on AC3 it's still definitely there. Batman Arkham Asylum and Arkham City also run noticeably better on Xbox 360, with Digital Foundry also noting "Overall, the 360 version is indeed the slightly better performer of the two releases - par for the course when it comes to Unreal Engine 3."
So it seems Unreal Engine 3 in general performs better on 360. Probably because 360 has the better GPU, whereas PS3 relies a lot more heavily on the CPU, which is probably why the best results on PS3 only really come from 1st party dev's like Naughty Dog and Sucker Punch.