In my experience, most projects use their own macros.
e.g. say that the 360 compiler defines _X360, then "Bob's Engine" might have some code in their pch.h like:
#ifdef _X360
#define BOB_PLATFORM_X360
#endif
Or:
#define BOB_PLATFORM_WINDOWS 1
#define BOB_PLATFORM_X360 2
#define BOB_PLATFORM_PS3 3
#ifdef _X360
#define BOB_PLATFORM BOB_PLATFORM_X360
#endif
etc...
So my recommendation would be to use your own standard, and then add the code to activate the right one of your macros using the platform specific details.
Or... don't even use the platform-specific details such as "_X360" -- just put your BOB_PLATFORM_X360-equivalent into the project settings for each platform manually.
p.s. We can't really answer PS/Xbox specific questions here without breaking NDA...