It would depend on the type of games you play, and the duration, and situation, where you play.
A desktop is the best option, owing to the spec options, the upgradability, quiet operation, ability to ergonomically place peripherals, and monitors. You can play every kind of game at higher settings, more comfortably for longer on a desktop, and also with better control, compared to any other platform.
However, the worst platform for gaming is the one that doesn't gets used. If for example, you move a lot, or don't have space, a desktop is not a practical option, regardless of all its merits. A laptop or a console, or even a mobile device would be a much better option in such circumstances.