I don't own a PS3 but there are 3 games I've really wanted to play:
MGS4
Heavy Rain (You could probably just rent that one though)
Uncharted 1 and 2.
To me these all look very interesting, especially MGS4
A game I just play purely for the multiplayer is Bad Company 2 - I just love how you can pretty much destroy everythin
I'm almost certain its out for the PS3 as well.