Regarding plot, gameplay and expansions Fallout 3 is exactly the same on all platforms (PC, XBox 360 and PS3).
The differences in the PC version are the ability to do more precise tunings on graphic setttings, the possibility to enable the developer console and the huge advantage that you can install many MODs developed by community.
MODs are modifications to the original game created by community members.
Fallout 3 in particular is easily moddable and for this reason the community created hundreds of different mods and modifications that change every aspect of the game:
- Graphics (better textures, dynamic weather, object re-skins, NPC 3D models and faces etc.)
- Gameplay (hardcore modes, balance fixes, etc.)
- Sounds
or add original contents like new armors, weapons, buildings or even complete new quests.
I suggest you to visit the amazing Fallout 3 Nexus website that has a huge database of mods and patches and it is the reference site for many Fallout 3 modders.