Well as youre quite, quite mad...i think youre asking about the benefits of the gold subscription right? Well, for starters you get to play your games online with other people which is a good thing. The £39.99 yearly fee pays for the super-reliable servers that Microsoft hosts. I personally dont think its a bad thing, its not exactly breaking the bank expensive is it!? Secondly, you get to download demo's and a few other things a week before Silver members. Its really only demo's that you get to download early. The odd video diary or feature is sometimes like that as well.
The thing with Sony's free online thing is that they dont host the servers. From what i can tell from doing a bit of digging, its up to the game companies to host the servers for the games. But dont quote me on that! I have heard rumours of MMO-style subscriptions to play games online on the PS3, but apparently this is up to the owners of the game.