Steam's market is quite good. To be in Steam's marketplace is probably a very good thing. But, the barriers to entry are likely a lot higher than the Xbox 360 market. Just judging from what and who I've seen on Steam's store, I wouldn't aim to be there right out of the gate.
Higher than the Xbox360 indie market, maybe. Definitely not the main XBLA store though.
From what I've read it's pretty easy to get up on Steam. Terraria and Magicka are good examples of games from unknown teams making it big. I think Terraria was put together in something like 4 months, made a couple million dollars too.
