On disc
Afrika - You take photos of wild animals in the savannah.
Aquanaut's Holiday - Virtual diving simulator.
Atelier Rorona: The Alchemist of Arland - The Atelier games are great RPGs and every single borian that have played them would recommend them. That includes people like Van Cruncheon and Fragamemnon. Don't let the art scare you away.
Atelier Totori: The Adventurer of Arland
Atelier Meruru: The Apprentice of Arland
Atelier Ayesha: The Alchemist of Dusk
The Darkness - Unfortunately it's not available for PC. The shooting is average, but the game has a fantastic atmosphere and pretty good plot.
Folklore - A must for anyone who likes RPG or action-adventure.
MAG - One of the best multiplayer games this gen. I don't know it people still play it.
Yakuza 3 - Start by playing the first two games if you haven't.
Yakuza 4
Valkyria Chronicles - Excellent turn-based strategy.
Warhawk - Another multiplayer gem.
PSN
Mushroom Wars - (Might not be an exclusive). Great little real-time strategy game.
Outland - A pretty good platformer from the people behind Super Stardust.
Super Stardust HD - Best twinstick shooter yet.
Tokyo Jungle - Pets fight for survival in a post-apocalyptic Tokyo.
Wizardry: Labyrinth of Lost Souls - Classic dungeon-crawler goodness.
Edit: The PixelJunk games are cool too.
