Is the Orange Box still shitty on the PS3 (I have it on 360 and PC so didn't pay a lot of attention if it got fixed or not)? If not, start with that.
Afterwards get Bioshock, it's great. Call of Duty 4 also has a pretty good single player campaign. If you're still hankering for some FPS action, get Resistance.
I would skip Resistance 2 and Killzone 2, both just aren't that great of games (especially for single player). I think Killzone 2 alone has one of the worst ending fights I've ever played and one of the worst boss fights I've ever played (that one where you walk on the roof and supposed to shoot the electric coils to destroy the aircraft, piss poor job on that one). Aside from that, the atmosphere in Killzone 2 is really good (and I mean really good) but the rest ranges from blah bland to bad.








