I really prefer PSN now. It's free and simple to use. Playing online is simple; I've had no issues with it. Voice communications works great -- the only drawback (or good thing, depending on your view) is that most players on PSN do not have a mic. If you're playing in public games, that's great. For private games though it'd be nice if more people had a mic to communicate better.
I know the Playstation Store now holds regular specials unlike XBL, so it's easy to get some good deals on games. On XBL, I haven't been able to capitalize on any offers or deals, not to mention the fact that it's terribly bloated and difficult to navigate.
Edit: Back to the topic at hand -- I don't really like the competitive multiplayer in Uncharted 2. The gameplay works great in single player. Somehow though, I don't think it translates too well into competitive MP. There's a lack of tension or urgency to the feel, so it plays kind of laid back and slower than what I'm used to. The most direct comparison is Gears of War. Gears of War is brutal and fast paced even with the use of the cover system and similar game design mechanics. Uncharted 2 also lacks a 'sprint' or a 'roadie run' ability, which I have difficulty getting used to.
On the flip side, other MP games like Modern Warfare 2's competitive multiplayer suite plays so much more intense that I find it more appealing to play.
That said, I do like the co-op arena missions in Uncharted 2. Fighting off waves of enemies is lots of fun, and the challenge ramps up nicely. I don't like co-op objective though... again too slow paced with 2 other people.
Overall, I prefer the MP in Modern Warfare 2 and Gears of War to Uncharted 2. Though, if you ever want to play Uncharted 2, just message me and I'm definitely up for some games.