Gears of War 3
Deus Ex Human Revolution
Fallout 3 (Post-Broken Steel)
Sonic 3
Super Mario Bros. 3
Modern Warfare 3...THIS is how you end a series, Bioware!
MGS 3 (verbose and self-righteous but still objectively excellent)
Super Metroid
God of War 3
Quake 3
DOA 3
Final Doom (technically the third direct-sequel)
Link to the Past
That's my quick and dirty list, with some caveats as mentioned. Objectively thought I cannot argue any of these games, in any practical and logical sense, are bad. They had some flaws but all of them came out either as good or better than their predecessors.
OFF-TOPIC ASIDE:
Modern Warfare 3 deserves special mention. When I said, this is how you end a series, I was being completely serious. That game was the perfect capstone for the Modern Warfare franchise and frankly even if it is the last one I would be happy because as much as I love the series the third game gave me ALL the closure, ALL the answers and ALL the satisfaction I would ever need. It was truly superior in every objective way to its predecessors and since I firmly believe Modern Warfare 2 is one of the best FPS games of all time, and number five on my list of best games EVER, that is saying something. Or let me put it another way--until Modern Warfare 3 came out, Super Metroid was number two on my list of all around best games ever made...Modern Warfare 3 bumped it down to four. In my humble opinion, it was THAT good. The ending sequence of that game, when you finally confront that terrorist bastard Makarov, and he finally meets his end was so gratifying and so satisfying and so exciting I literally was on the edge of my seat.
In a way, I hope they just end the Modern Warfare franchise there, because unless the next game gives me blow jobs while also dispensing $100 bills and the box unfolds into a lifesize Jennifer Lawrence sex-robot then nothing they do next would ever be as good as the last mission of that game. The perfect ending to one of my favorite series, and a testament to what happens when you REALLY care enough to give your fans closure.