Shadow of the Colossus, Uncharted series, God of War series, Metal Gear Solid 4, GTA4, Red Dead Redemption, GT5. All have been mentioned already, but these are all the games you'll need for hours upon hours of fun I'd definitely get RDR first. One of the very best games I've ever played. (Be sure to use the "strike a camp" method of moving about over large distances once you're tired of exploring on your way between missions. A friend of mine didn't know about this, and completed the entire game trotting around from mission to mission )

Picked up God Of War 3. And have playing GT5 and Uncharted 1 and 2. Looking at getting Heavy Rain and maybe Killzone or Infamous. All in all I am very happy with my PS3 experince.