If you like Horror games, Siren is very good. As a person who also got a PS3 recently for JoJo's Bizzare Adventure: All Star Battle, I also picked up the MGS legacy collection, which is every MGS game, and Dragon's Crown, which is a good hack 'n' slash game, even if it does have ridiculous art.
I second Deamon Souls, Ni No Kuni and Valkrya Chronicles, as well as Resonance of Fate. I can't vouch for Resonance's story, but the battle system is enjoyable if not a bit fiddly at the beginning, and feels like it could have some real depth to it.
If you like fighting games, may I also suggest Blazblue? It's good fun, easy to play, and the story is quite good! As well as Tekken 6.
Finally, diving into the back catalouge of games on the PSN store, Um Jammer Lammy and Tombi/Tomba (depending on region) are still awesome fun games to play!
If you're on PSN+, check out Guacamelee and Dyad, which whilst both on the PC, are free for PSN+ members this month.