Welcome to our forums mate 🙂
A lot of us here have the pc version of COD4 and I’d say most would prefer it on the pc over any console version, simply because keyboard and mouse is a much better way to control first person shooters. That would probably be the main difference between the PS3 and PC versions, though I’m sure someone can add to that if they have it.
As for lag, if you can run the game on single player without any framerate problems then it’ll run fine online. Most of the time the only thing that’ll affect lag is your connection to the server, so if you’re in the UK and on broadband you should get a good connection to any european server. We’ve got our own COD4 server up at the moment though, and we’re experiencing some lag problems on it, so sometimes the lag can be related to the server itself.
The only time you’ll ever have a problem finding a game is during the antisocial hours of whatever timezone you live in. Even then you’ll be able to find a game across the atlantic, but you’ll experience a lot more lag because of the distance.