You guys say bounty, I say fame. What's the point of being a master thief if people don't know who you are? Look at the Gray Fox in Oblivion, for example.
Steam statistics? Yes, those are only for PC since Steam exists solely on this platform. Consoles have Playstation Network and Xbox Live respectively. I don't own an Xbox 360 or PS3, so I have no idea if a similar achievement tracking feature exists.
Steam is on PS3 also but not to the extent that it is on PC since thats what it was made for.