Thaius said:
Also get Metro 2033; one of the most unique and awesome shooters you'll ever play.
While I'll happily recommend Metro 2033 to anyone who cares to listen, I'll have to dissapoint Rikdyou and say that Metro 2033 is only on Xbox360 and PC. However, if you want an awesome shooter wrapped in a fantastic universe, get Metro 2033 on the PC. It's also one of the most beautiful games I've seen in a long while, if you computer is powerful enough, that is. Also, Thaius, if you like the universe of the game, I can recommend reading the book, since it gives a much deeper look at what life in the metro is like. It's quite different from the game, but not in a bad way.
As for other recommendations, I'll third(fourth?) Demon's Souls and in a couple of weeks Dark Souls. We even have a
user group here on the Escapist with lots of friendly people eager to help and eagerly awaiting Dark Souls.
For multiplayer, get Killzone 3. A lot of people say it's generic, but the multiplayer of that game is, hands down, one of the best and most fun I've ever played. It's the best I've played since Battlefield 1942, which is saying a lot. The leveling system, the shooting, the different gamemodes, it's all very well put together.
Others:
Uncharted series
Ratchet & Clank(all 3 on the PS3)
Valkyria Chronicles(fantastic artstyle and surprisingly fun)
Enslaved: Odyssey to the West(not all that long, but a lot of fun)
3D Dot Game Heroes
EDIT: Oh, I almost forgot. Little Big Planet. Get them or if you only want one, the second one. They're really great, especially because of the community and the levels that have been created by it.