Hyperdimension Neptunia: While the first game was meh gameplay-wise it made up for it with great dialogue and an interesting story but I think how the first games reception was really took a toll on the series as a whole even when the games later on made huge improvements in the gameplay department and become very fun.
Yakuza: A series I quickly fell in love with and I wish the 5th game and Ishin would come here. It's Japanese Crime story and beat em up style of gameplay made it very fun. Even Dead Souls is a good game but I think people avoiding it because it was different than the rest of the entries(despite being a spin-off) and them waiting for the 5th game is probably why Sega is scared to release any future installments from the franchise to the West. Shame.
Deadly Premonition: Up there with Neptunia and Yakuza as one of my more favorite and memorable games this gen. While the gameplay was a tad dated it didn't stop me from going through Greenvale. The characters, story, and overall atmosphere made it on my top list of favorite games of all time. I'd love to see more from the DP universe soon.
Valkyria Chronicles: A heavily underrated PS3 exclusive right here. I am enjoying it a lot and with it's interesting gameplay, unique artstyle, and great war story I can't help but fall in love with it. Sadly like the other Sega franchise Yakuza, Valkyria Chronicles suffers from poor sales of it's last game(Valkyria Chronicles 2) which makes Sega afraid of releasing the third game. Seems like every Sega franchise I love a lot seem to fall under this category.
Sly Cooper: Thieves in Time: Being a Sly Cooper fan I just had to get this title and I for one am glad I got it. It feels like the PS3 Sly Cooper I wanted and though there are some changes to the gameplay, it doesn't stop me from enjoying a good 4th entry to this series.
Driver San Francisco. Easily the best driving game on the PS3. Hell even Yahtzee spoke highly of it.
Prototype. Ridiculously fun. but it came out a lot of people were actually passing it up because the graphics weren't good enough. If you were one of those people I hate you at a molecular level.
Mercenaries 2. Again, ridiculous amount of fun to be had. Glitchy though and goes in a completely different direction, tone wise, than the first game. Still, you can call in a nuclear airstrike and level entire cities before escaping in a heavily armed Huey Cobra you highjacked in mid flight.