Oblivion and Fallout 3. They're not exclusives, but they are two of the best games on this generation of consoles.
There aren't too many exclusive games that I know are good other than the ones you mentioned, so if you don't mind that they're on the 360 too, there are plenty. There is God of War, but you probably know about that already.
Assassin's Creed 2, Grand Theft Auto IV, Red Faction: Guerrilla, The Godfather, Mercenaries 2, Eat Lead: The Return of Matt Hazard (especially if you've played and enjoyed Gears of War), Fight Night Rounds 3 & 4, and Batman: Arkham Asylum just off the top of my head.