Shin Megami Tensei Nocturne
Digital Devil Saga 1 and 2
Wild ARMs 3
Legaia 2
MS Saga
Yakuza 1 and 2
Xenosaga. Gameplay sucks, but story, world, and XenoCard are worth playing through this game for. Or just Youtube the story.
Xenosaga 3
Shadow Hearts
Scarface the World is Yours
God Hand
Cnampions of Norrath. Good Diablo Clone
Champions Return to Arms
Dirge of Cerberus
Dragon Ball Z Budokai Tenkaichi 3
Taito Legends 1 and 2
Castlevania Lament of Innocence
Devil May Cry 3 Special Edition
I'd also recommend the Armored Core games if you're a fan of them. Try out Armored Core 2 and 3. If you like them, get the rest. The earlier games are better than the PS3 games.