PS2:
Ar tonelico II: Melody of Metafalica
Ico
PS3:
Dragon Age: Origins
Resonance of Fate
Final Fantasy XIII
Lost Planet 2
NBA Live 10
Resident Evil 5
Star Ocean: The Last Hope International
Tekken 6
Yakuza 3
PSP:
Lunar: Silver Star Harmony
Haven't bought a Wii game yet.
My favorite would be Ico, Ar tonelico II or Yakuza 3.