DirectX is just a set of nice API's for communicating with the hardware.
Its a nice standard for the pc, but it has nothing too much over OpenGL. Also, I see OpenGL takeing off a lot more, because microsoft is forceing people to buy Vista in order to use DX10.
(eg, they are trying say "all those new graphic card features dont work unless you have our OS"....which is frankly silly, wont be long before people with Linux or Macs show they can access the cards too).
As far as consoles go, DirectX isnt an advantage. The hardware is known 100%, direct X does make porting easier...but its a minor thing compared to the CPU/Hyperthreading they should be doing for the 360 and PS3.
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