All my favorite PS3 exclusives (minus LBP) are more for single player, really. I'd have to warn against buying R2 without first checking it out, the game still feels a bit generic to me. I still feel CoD4 is the best shooter on the PS3.
Nobody recommended Valkyria Chronicles yet, so check out the demo if you haven't yet. That's definitely a PS3 exclusive to look up - not that I've played it personally (besides the demo), I will soon though...