It always seems like the captures are taken for PS3 with RGB set to Limited, and the contrast turned up a few notches. The games usually never look like that on my TV. I have RGB set to Full, which makes, for my set, the image look a lot more vivid (I'm on a 40" Samsung 720p/1080i set). I also spent a good hour back in the day tweaking my picture settings (I used Uncharted: Drake's Fortune, and Ratchet and Clank: Tools of Destruction as my metrics back then). For me, both my Xbox 360 games, and my PS3 games look amazing, but my 360 is the older model without HDMI, so I'm using Component cables. Still looks amazing. Sadly, my 360 Red Ringed on me a few months back, and I've yet to get a new one. I'm kind of hoping for a good Black Friday deal on one this month.
Still haven't gotten Skyrim yet, as my plans were dashed today when my paycheck didn't get deposited into my account like it was supposed to today, because of some bank error. Hopefully I should be able to snag it tomorrow. Still not sure if I want to get two copies (my wife is dying to get her hands on Skyrim, so I won't be able to play it for myself for a while. Or, at least until she lets me play it...)
Anyway, it does look like the main difference between the two is RGB not turned to Full, and the contrast being knocked up a few notches. The games I play on my PS3 never look like they do in these comparisons. Also, looking at the screens, the hands on the 360 version look more jagged than on the PS3 version. Maybe it's due to some kind of anti-aliasing that makes the PS3 version look slightly blurrier as well?