Heavy Rain, hands down. Loved the style, loved the gameplay as it was unique to consoles and loved the story. I think it's the only decent PS3 exclusive I bought. I only rented GOWIII which I couldn't afford to buy, and it didn't really pull me in enough even though I did love the sheer scale of it. Modnation racers just flopped tbh, it's not fast enough but I did enjoy making tracks, but loading them took ages.
Then there is the multiplats. Call of duty: black ops, it tried to get away from the pure action with little cut scenes (MW2s only real cutscene you could say was the bit in space), but that for me just made it too slow and boring, especially when they went in third person sometimes, IW done well with MW2s story compared to black ops. And in terms of multiplayer, I find it alot more boring then MW2s (at the time of playing). Zombies is just another survival game thing.
Red dead redemption. I would put this at a close second if it wasn't for them just recycling the GTAIV engine which ultimately made the PS3s one seem a bit poo in terms of graphics in comparison to the 360s. And the story I just never got around to completely. Online was decent with friends though, I have to say. A diversity in challenges and mini game modes made it much cooler.
I have yet to try brotherhood but if it is still like ACII, I will probably struggle to complete the story. It was just too far fetched for what is meant to be real life and as soon as I walked into the room which the apple opens, I felt like they thought I was five years old.
I can't remember what else, but if you didn't bother to read the long paragraphs, I chose Heavy Rain.