Well, the PC version of the game at least unless things change. Here's a post by Epic's Mark Rein:
UT3 does not use Games for Windows LIVE. We have not decided about cross platform play between PC and PS3. We're not 100% sure that users want that feature but if we get time we'll play around with it and see how it works. In the mean time we plan to be able to serve the PS3 from PC servers so that should help us gets lots of great servers going.