Whatever platform gives the overall best experience for the games I want to play. In regards to exclusives, there's not really any choice. For multiplats, typically PC. I don't play mobile games, and have no real use for portables.
The PC I'm currently using for media storage is also the one I play older games on, as well as use as a "desktop" system. When I built it in 2009, I grossly overcompensated with the case. I ended up buying Corsair's first, because it looked future proof and had plenty of space to work with. It was amazing to build the PC with it, but regular maintenance is annoying, and actually moving it is a nightmare (it must weigh 45lbs completely empty). When I built my current gaming PC at the end of 2013, I used another Corsair case, but one that's much smaller, is very light and also doesn't take up a whole lot of space. When you finally decide to build a new PC, think about a mid sized that uses a micro ATX board. They still offer plenty of space, and most cases usually can house the larger graphics cards, but aren't nearly as much of a burden to move around if you want to. Then of course there's the small form factor like you mentioned, but aside from a very select few cases, your options are still limited for overall space.