I'm PS3 user. I have Skyrim on Xbox, too, and will soon have it on PC. I have played Skyrim on PS3 since its release and have only suffered from one problem; loading screens. Sometimes they would stay on the loading screens for more than five minutes or freeze. But that was very rare and I found it only happening if I went more than an hour or so going through houses/load points without saving or auto saving once. Haven't experience that problem since the last patch we got though.
And I love playing on my PS3. I don't really like playing on the Xbox, at least not for Skyrim. Xbox feels like it should only be for shooters....