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.
With the port over to DS, I decided to get one more game for the GBA before I decided to give the console to my brother-in-law. While I can say that I hatehateHATE the 4Kids translation over to America, Konami has done it again with Shaman King.