Personally i think that the Lego games are some of the best games you can get on the PS3. They are such good fun to play both single player and co-op. I love getting all the unlockables and the humour in it really is laugh out loud stuff sometimes. I also love how it appeals to all ages too, im 25 and im not afraid to admit that i chuffing love these games.
The best ones IMO are: LEGO Star Wars: The complete saga. Both LEGO Harry Potter Games. Ive not completed Lord of the Rings yet but im enjoying it so much that i think it might be up there too.
There is story mode where you are locked in with certain characters and for the most part the have a unique ability.
For example Sam in lord of the rings can make fires and grow items. This is used to solve certain puzzles. In each level there can be a puzzle you won't be able to solve because you don't have a character with that ability. Example is an orange handle for these you need a strong character. You won't be able to solve this puzzle without this ability
In free play you have access to all of the characters you of bought or that you have unlocked. Once you have all abilities you can solve 100% of the level.
It adds a nice replayability to every level. Sometimes you might have to play a level 3 times because you missed something.
I don't think I explained it very well. Hopefully it makes a little sense. They are all solid games and are fun to play.