Sucker Punch needs to be bolded, and it would be nice if you pointed out which are first and which are second party. :)
Also, Team SOHO is actually part of Sony London, and I think the only games SOHO worked on by themselves would be the Getaway series.
Anywho, my favorites:
Team ICO
Naughty Dog
Followed by:
Sony Santa Monica
Insomniac
Media Molecule (in last only because they haven't actually released a game yet)
Edit:
As for a list of studios not yet in the OP:
1st party:
BigBig Studios, a subsidiary of Evolution Studios
Clap Hanz
Sony Cambridge
Sony Japan, including Team Siren, etc.
Sony Bend
Sony Foster City
Sony Liverpool
Sony Korea
Sony San Diego
Sony Online Entertainment
2nd party studios:
Eat Sleep Play, currently working on Twisted Metal for the ps3.
Quantic Dream (though it's uncertain whether they've become fully ps3 exclusive or not)
