You're missing some classics and should probably get those before you waste your money on new games. Bayonetta is the first game that comes to mind. Despite the standard preconception most people have about the game, it's actually REALLY good and considering it currently costs next to nothing, there's no excuse not to have it (unless you hate action games or something).
Considering most of your games are rated M, I'll stick to those:
Metal Gear Solid 4, obviously.
Borderlands, similar to fallout.
Vanquish, what would happen if Japan stole various elements from successful modern FPS to make their own shooter? The results are surprisingly good... although the game has it's fair share of issues but if you can find it for a good price used or something it's worth a try.
Demon Souls, not exactly in line with your other games but somewhat like a ridiculously challenging darker version of Skyrim.
The Elder Scrolls IV: Oblivion, since you're interested in Skyrim.
Mass Effect 2, no justification needed.
Shadows of the Damned, has some issues but definitely a unique experience.
Then there's also of course Deus Ex: Human Revolution, a game that just came out. And there's Batman Arkham City coming out soon. Of the list you gave though, Ico/Shadow of the Colossus Collection is the obvious choice.
