Ico Franchise or Uncharted.

Crash 1, 2, 3 and team racing are 2nd party I think.
Sony bought Naughty Dog later.

Had great moments in many games, but Uncharted 2 stands out. It's smooth gameplay was like an Indiana Jones movie in which you feel in full control and bad-ass. Loved it.

God of War 1 & 2 were great.  Shadow of the Colossus was great.  Really hope they will make The Last Guardian on PS4.

Uncharted 3 and R&C: Up your arsenal and a crack in time.

The Last of Us.

Followed by Uncharted 2 and God of War 3.

Arc the Lad 2

MediEvil.

I still hope there'll be a MediEvil 3 someday. It was just good, fun platforming action, with dark humor that was well done. Sadly it's under appreciated, but those are the games I like best on Sony platforms it seems; Kula World being another favorite of mine. Naturally, Crash Bandicoot on PS1 (though I think Ajax above is right about the games technically being second party back then) and the Uncharted trilogy are excellent as well.

God of War for me. Amazing controls and I love that vengeance history around Kratos. And he is badass as hell. My favorite is GoW 3, because of the ending of the original trilogy.

Can't pick just one.

PS1- Syphon Filter. Loved the story and it was just great, shame they seemingly abandoned the franchise
PS2- Ico. Just such a unique title
PS3- Uncharted 2. One of my first PS3 games. Looked amazing and everything about it just blew me away. PS2 never felt the same afterwards

PSN- Flower. Just shows nature to be the beautiful thing it is.

probably uncharted.