Given that you don't have to go through POL, I'm wondering if FFXIV will allow multiple clients running on one machine. Of course you'd still need two accounts, and I imagine performance would suck, so actually nevermind.
At least these days, it's easy enough to hook up a PS3 to a PC monitor, so you can run them side by side if you go that route. I remember some people who would have to set up a big TV next to their computer to go PC and PS2 at the same time. Yikes.