RTS and MMORPG.... basically anything that really benefits from a lot of buttons either on the keyboard or on screen.
Overall, I don't think it matters much these days. The PS3 is going to be supporting KB/M for shooters like UT3 and controllers (like the 360 controller) can be used on PCs. Anytime they wanted the modern consoles could fully support KB/M since all have USB ports and wireless of some sort... and I wish they would. Personally, I think it's more about exclusives and the environment you want to play in than anything else. Most people have their PCs in bedrooms and offices and consoles in the main entertainment center. I prefer the recliner by the fire place and my big screen HDTV for most of my gaming over my PC in our office. The fact I can play a game at 1600x1200 or higher on my PC simply doesn't make up for the lack of comfort and the ability to enjoy a game with all my friends and/or wife sitting around with me. Then you have games like God of War 2 on the PS2. Sure, running at 480p it may fall way short graphically of many PCs games, but gameplay wise, I'll take it any day over 99% of the games on PC.
This is not to say I don't like PC games. I play them on a regular basis and UT3 will likely be my next main focus on the PC side of things, but overall I prefer consoles... and it has little to do with the technical side of things and more to do with comforts and social aspects. That's my take anyway.