Uncharted 1 2 and 3, God of war collection (God of War 1 and 2 in HD for PS3) and God of War 3. Infamous 1 and 2, Metal Gear Solid 4, Heavy Rain (everyone seems to love it, or many do), Demon's Souls, Ico and Shadow of the Colossus collection HD, Killzone 2 and 3, Littlebigplanet 1 and 2, Motorstorm, Resistance 1 2 and 3, for starters.
All of them are PS3 exclusive, and look forward to Twisted Metal coming out soon for PS3 only as well. If you wanted my advice on which are the best, get God of War series, Uncharted series, Infamous series first. Those 3 are the best series on the system, in my opinion.