For PSP: I don't have one, but I'm guessing and I've read, LittleBigPlanet, the PS3 version is a bit better but it made and excellent transion on the PSP, improving on some elements. The GTA games. Half-Minute Hero. LocoRoco.
Wii: I have a Wii, and I find the library of games disappointing, but there are some great ones. Bully is excellent, my favourite Wii game, plus I have and quite like Call Of Duty World At War, and more casually Warioware smooth moves and Mariokart.
360: I have a PS3, so I can recommend some ones which are multiformat - RDR, Fallout, the first Modern Warfare (single player storyline started going down a bit after that, and apparently black ops single player isn't good). Have you got Fable 3? Apparently that's good. Ah dunno, half my collection are exclusives. Street Fighter maybe?