Shadow of the Colossus is as uncontested as it gets in this category.
I'd mention Okami as well, but that one did have a spin-off on the DS, so I guess it doesn't count.
Astral Chain is pretty awesome but it might get a sequel eventually.
Thumper is never gonna be everyone's cup of tea, but it's certainly one of the great gaming experiences I've had and I don't think they'll ever make something else like it.
Edit: a couple years ago I'd be listing indie games here, it's funny we've reached a point where my favorite indies have become franchises. But yeah, here we are.