Yes I have both (and much, much more). I used to work in video game retail for about 7 years so I guess you could call me a true gamer
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As for which is better, I personally prefer the XBox. Multiplayer Halo is an experience NOT to me missed. I really only played Gran Turismo on the PS2 (FireWire connected 2 PS2's for head-to-head competition is great), my brother used it most of the time to play his Final Fantasy games. When is comes to modified systems it becomes a much clearer choice... XBox all the way!