Super Mario Galaxy - The gameplay, the levels. It was well above expectations, and my expectations were sky high.

Valkyria Chronicles - The game that made me interested in PS3. A cel-shaded SRPG? Count me in! The gameplay was so damn good, I replayed levels a dozen of times just for fun. And it featured Vyse and Aika

Metroid Prime 3 - I had played the first two Primes on the GC loved them. How can the third shock me? IR-controls! The Wiimote worked brilliantly! Unfortunately it was so good I now have a hard time appreciating dual analog controls in shooters...

Muramasa - I liked Odin Sphere but found it a bit repetitive after a while. With Muramasa I expected about the same, but I was truly wowed. The formula had been greatly improved. It looked gorgeous beyond imagination. The satisfaction of finishing fights witout taking a hit is priceless.

Professor Layton - Didn't know what to expect from it, but after playing for about 15 minutes I knew this would become a personal favourite. I loved the puzzles, the charm,the story.

Assassins creed II. Uncharted 2

In order i have played them.

1.COD4 (I realized what the next gen consoles could really do amazing things the generation behind it couldn't.)
2.Oblivion (A massive world that isin't linear? It was my game of choice for months)
3.Bioshock (With decent visuals, an insane city, and plasmids! It was the most mentally draining game i had ever played feeling exhausted after playing for a few hours.)
4.Littlebigplanet (A level creator with almost endless possibilities has sapped most of my creativity)

Super Mario Galaxy is one of the best games ever made. The level designers must of been on drugs when making the game. Some of those levels couldn't of been made in a drug free environment. Just too out there.  Metal Gear Solid 4 was a really good ending to the series. Oblivion is a beautiful game visually and very in depth. Uncharted was another great game, action packed and visually amazing.

Oblivion - One of the worst RPGs I've played in recent years. Except graphics, everything in the game was far worse than Morrowind's. Oblivion is a mediocre game with no glimpse of talent.

Modern Warfare 2 - Idiotic FPS with no dedicated servers. The failure of the PC version was certain.

The Witcher - Acclaimed as the Best RPG of 2007, it deserves every praise. It came from an unknown developer with a shorter budget, yet it handidly beat Mass Effect's butt.

Mount & Blade - The most realistic combat I've played ever. A breath-taking experience.

my most shocking game this gen was definitely No More Heroes.
I wasn't really hyped for this game, I didn't even know who Suda51 is, I just thought the game looks interesting so I picked it up a week after release.

And damnit this game totally blew my mind! I loved the art design, the gameplay, the absolutely insane and hilarious story, the humor, the music....just everything!!
Now I have finished the game ten times(not some random number, exactly ten times) and I loved it even more, everytime I played it.
And No More Heroes 2 is also a masterpiece, but it didn't shock me, because this time I knew what a visionary genius Suda 51 is.

also shocking were Zelda TP, Mario Galaxy, Brawl, Uncharted 2 and Heavy Rain

Ditto.  The explosions in that game were so awesome.  The embassy explosion was the best.  The game is actually one of the main reasons I got an XBox360.  Played it at a friend's house, and was blown away at how good it was.

Second game that shocked me (again, for graphics), was Gears of War.  I couldn't believe how awesome the game looked.

Since those games though, I haven't been "shocked" by any games.  I guess I watch a lot more game videos now, so I know what to expect for the most part.

I suppose I should really have put Wii Sports down. I bought a Wii at launch on hype alone, when I got the console for myself it was amazing and I cannot count the number of hours it logged over xmas that year. It was purely the sensation of inertaction that had not been done before.

Great list, I share of few of those games as well. I heavily anticipated playing Oblivion before I got the PS3. I borrowed the PC version from a friend but my PC couldn't run it :(. Eventually I was able to play it (one of my first PS3 games) and I was blown away!

1. Flower
(the most pleasant surprise on any system this gen imo)

2. The Secret of Monkey Island Special Edition
(I never expected a remake of my all-time most favourite game - or any LucasArts effort in their most legendary genre for that matter - and out of nowhere they announced a remake which turned out to be very carefully done and included the great possibility to seamlessly switch to the brilliant original; I was so pleased that I even [almost] forgave them Guybrush's new hairdo...)
Side note:
The only remake announcement that would have positively "shocked" me more than Monkey Island 1 is Grim Fandango - not only because GF is one of the best games ever made but also because it's the only one among LucasArts' best adventure games which can't be played via ScummVM. Fans all over the world hope for a GF remake with REAL point&click controls.

3. Scribblenauts
(it's far from being perfect, but one of the best gameplay ideas this gen)