Xbox Live is a ripoff. It's so not worth the subscription fee. PS+ is about a million times better, because you get tons of free games every month.
Won't you lose those games if Sony ever stops supporting online for the PS3?
I doubt it. I know Steam has an "Armageddon" feature for if they ever shut down their service, that would make it so you could still play all your games. I can't imagine PS+, a paid service for a much larger company, wouldn't have that.
Besides, PS+ as a service will still be supported for a long time.