I downloaded the demo on the 360. Those load times...

The load times on the demo were killing me. They were around 10-15 seconds of just black and it wasn't really during a transition. I'm also seeing the same scene stuttering that was present in the Walking Dead right after a choice was made during an action scene.

I saw the game being played on a PC and it was all smooth. It this a 360 thing? A demo thing? Can someone with the 360 version of the game comment on this?

It's a "Telltale can't optimize worth a damn" thing. Those issues were present during TWD on 360 (and, I think, PS3), but it was definitely the worst on 360. Xbox players just toughed it out, mostly.

I've decided to get it on PC,but I really wish you could buy individual episodes as opposed to jumping into it completely.

I played on PC. What load times?

I played on 360. What load times?