InFamous is pretty good if you like open-ended games, and a good companion game to [Prototype].
Killzone 2 is one of the best shooters out there, and the Resistance series is pretty fun as well.
Valkyria Chronicles is an absolute must.
WipEout HD Fury is amazing.
Alone in the Dark: Inferno is the version of the game that should've been released all along, and it's a great survival-horror game.
After that, the PSN has a great selection of cheap games, old Playstation classics, among others.