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.
Store Update US Downloadable Games (also available from PS3 Storefront) Patapon 3 ($19.99) PSP minis (also available from PS3 Storefront) 3D Twist & Match – Minis ($2.49) Add-on Game Content Lord Of Arcana – Pack 5 (Free)