I can only refer to the games that are also on xbox 360.
As mentioned Bioshock 1 & 2 were great if you like horror survival games, Fallout 3 & New Vegas are just friggin great epic RPG/shooter crossovers (mainly RPG) & Borderlands is all kinds of fun. The best game across platforms has got to be Red Dead Redemption though.
For something a little different and family appropriate, Ghostbusters is pretty great too. I bet you could probably get it pretty cheap.
PS Vita Retail Releases - Street Fighter X Tekken (Vita) - Super Monkey Ball: Banana Splitz (Vita) - Zero Escape: Virtue's Last Reward (Vita) PSN Store Update (Tuesday) Betas - PlayStation All-Stars Battle Royale Beta ($0.00) - good for a week.