inFamous & inFamous 2 (PS3, $20 & $28 pre-owned at GameStop)

Uncharted (PS3, first is $18, second $20 pre-owned at GameStop)

Arkham Asylum (currently $6.80 on Steam, $12 pre-owned at GameStop for console versions)

Skyrim (may want to wait till the price drops a bit further, but definitely go for the PC version when you do)

may as well just wait for the Wii U version for Arkham City, eh?

lol iunno starcraft 2?

The Orange Box (PC, usually $20 on Steam but currently on sale for $10):

{ Half-Life 2 +  Episodes 1 & 2 ($10, $8, $8 separately, currently $5, $4, $4)

Team Fortress 2 (FREE)

Portal ($10 separately, currently $5) (technically an FPS but more of a puzzle/platformer in actuality) }

Halo 3 (X360, $10 pre-owned at GameStop)

Call of Duty 4: Modern Warfare (best bet is probably X360, $15 pre-owned at GameStop)

Dead Space, Dead Space 2 (multi-plat, both about $20 pre-owned at GameStop, both currently $10 on Steam) (especially as I can see you have played Extraction on Wii)

Journey (PS3, $15 on PSN)

Flower (PS3, $10 on PSN)

I never heard of that genre, but maybe you mean platformers.

Super Meat Boy ($15 on XBL,currently $7.50 on Steam)

LittleBigPlanet (PS3)

And a whole lot more I'm sure, but this is about the limit of what I can personally recommend. Seriously, though... Steam. Get on that.

Bayonetta
Awesome shmups like DoDonPachi Resurrection and Espgaluda II
Catherine
Gears of War
Tales of Vesperia
Half-Minute Hero (available on Xbox 360 and PSP)
Gran Turismo 5

Batman: Arkham *
The Witcher
Saints Row the third
Dead Space
Deus Ex: HR

Skyrim/Fallout (avoid Oblivion like the plague)

probably a lot of other stuff I'm not thinking of

I'm as big a Nintendo fan as you will find on this site. But that said, there have been a TON of great non Nintendo games this gen..

Gears of War series
Modern Warfare 1 and 2
Halo 3
Oblivion
Skyrim
Tales of Vesperia
Assassin's Creed 2
Borderlands
Burnout: Revenge
Dragon Age: Origins
Fallout 3
Dark Souls
Batman: Arkham Asylum
GTA4
Minecraft
Castle Crashers
Shadow Complex
Geometry Wars 2

This is why I don't completely understand nor comprehend how anyone can subject themselves on one certain thing. There are so many games to name but all the important ones have already been mentioned. You should see the top 50 on this website and exclude Nintendo games. That should give you a fairly clear picture.

There are also a ton of Playstation Minis and XBLA (similar to WiiWare) that you have missed such as Limbo, Bastion, Magic: The Gathering just to name a few.

Bear in mind, PS3 and Xbox360 are multimedia entertainment as well.

LOL

Generally for financial reasons, although there's no excuse not to have Steam. You don't need a gaming PC to run a lot of the great stuff on there.

Demon's Souls

you'll thank me later.

I suppose one must assess one's financial situation and adjust one's priorities within their means among obligations. With that in mind, Steam is great option. I've even considered Origin myself should they expand their selections

A lot my friend.