Umm, regarding the GTA4 video, I think they are all running off one system. I don't think Rockstar made one video with the 360 version and then the exact same video with the PS3 version. So I don't know what you are talking about with that.
The fact of the matter, though, is that the PS3 ports are almost universally inferior to the originals. Eurogamer has run 6 comparisons, where they take a batch of games and compare the two, and the amount of games superior on PS3 could be counted on one hand. Out of like 45 games.
Ports tend to inferior as a matter of course. Put Uncharted or Motorstorm on the 360 and they will not run as well, even if the 360 could in theory handle them. A lot of these games and their engines were designed for 360. So the ports might be inferior even if the systems were similar. However, the 360 and PS3 architectures are very different - 360 has one 512 meg RAM bank while the PS3 has 256 and 256 video, 360's CPU is triple-core while the PS3's is one core with six subprocessor units running, etc.
I have a feeling a lot of these games are not taking the PS3's SPEs into account. They are running off a the Cell's single core main processor. This is not the way the system was designed to run, though, and it can't keep up with the 360's CPU.
Insomniac has said the new version of their engine (R&C) can display more detail on screen at 60fps than the old version (Resistance) could at 30fps. And it certainly shows. They did this by moving systems from the main processor to the SPE.
If publishers are not willing to do that, and several including EA have not shown they care to, the ports will continue to be inferior. Always. There's no reason for these ports to be so weak and games like DiRT have proven they don't have to be but they are.
Regarding the shininess, it is probably a difference in the way the PS3's GPU handles shaders or lightng or something. And one again publishers have shown little concern about optimizing these games properly for the PS3.
Hopefully as PS3's installed base grows they will care more. For now, all my PS3 games are exclusives.