Games that will be there
The Last Guardian
No Sony press-conference is complete without TLG getting re-annouced.
Agent
This PS4 exclusive developed by Rockstar is deffinetly going to appear at the show.
Half-Life 3
The moment you've all been waiting for. Half-Life 3 will be at the show, and is confirmed to be a Vita exclusive.
Now I'm serious, what games actually truely will be there
Bloodborne
From Software's latest project, in collaboration with Sony Japan. This is confirmed to be at the event! Woohoo!
No Man's Sky
I'm so hyped for this game I had to include to pictures of it. It's in an infinite explorable procedurally generated universe. 'nuff said.
Apparently they have something super special planned for this game at the event.
"I can’t say much, but let’s say that Saturday night should be memorable for those who can attend PlayStation Experience."
The Witness
This indie puzzle game is made by Braid creator Jonathan Blow. It looks really cool, you should check it out!
Until Dawn
This game was just re-introduced at gamescom, but it will be featured at this event as well. It's like a horror game based on one of those cheesy teen horror-movies (or so I hear).
Battlefield Hardline
For those of you that care, this will be there.
The Order: 1886
This third-person shooter placed in a steampunked up Victorian London will be at the event, apparently with a brand new playable demo.
Tearaway Unfolded
Media Molecule's continuation of the great PS Vita exclusive (I know it sounds hard to believe, but it has some great exclusives), coming to ..... the PS4 next year. It will supposedly have 50% brand new content exclusive to the PS4.
Batman: Arkham Knight
The next instalment in the critically acclaimed Arkham series is set to hit next-gen and PC next summer. You betcha this will be at the event!
Project Morpheus
About a year ago, Sony unveiled their upcoming VR headset. Apparently there will be a hands-on demo at the show.
There is a ton of other stuff, but I won't bother to list it all. I'll just give you some links instead 
