I'd go ME2, IDK if the first one is available on the PS3 or not but if you can start there. Gameplay and story are awesome. I've got both and I can't wait for ME3 to come out.

edit:
And the Elder Scrolls games are awesome. I found a loophole in Oblivion to where I couldn't beat it in the main story, I am soooooooo close though.