RPGs, FPSs, and MMOGs strategy and simulations work best on PC because of the ability to store save info on the hard drive (I know the X-Box can do this and the PS2 will, but by and large its reserved for PCs.).
FPSs are more popular on PC because we've been using the mouse+keyboard for play since the dawn of time. People who are used to that control scheme have a hard time adjusting to the d-pad and stick of a console.
Conversely, sports games are easier to control using a gamepad, so they tend to be more popular on Consoles. Fighting games would also fall into this category for me (easier to play on console, not sports)
Driving on PS2, I would guess stems mainly form Gran Turismo, and the third party wheel/pedal markey that has cropped up around it.
Puzzle games, well, Nintendo tends to put out more puzzle games than anyone else, due to their kid-friendly, non-violent game stance.