I think Uncharted 2 is a must-have. Also, in terms of the "you beat it and never play it again", first, the experience itself is a lot of fun, and second, from what I understand there's an active online community. You won't miss much if you haven't played the first one (other than some character interactions), but the first one is worth buying, too.
They're not exclusives, but if you want games that are in-depth, pick up the Game of the Year editions of Fallout 3 and Oblivion. Brilliant games for RPG fans. I guarantee, you will *not* be disappointed.
Other great games: Ninja Gaiden Sigma (1 & 2), Killzone 2, Resistance 1 & 2. But definitely, if you like RPG games, pick up Oblivion and Fallout 3 (again, the GOTY editions, which have all the downloadable / add-on content).