Utterly Mad

Metal Gear Solid 3 is definitely one of the best.
The ATV series of games are pretty good.
Need For Speed: Most Wanted is a must have if you want a good arcade racing game.
I think someone mentioned Twisted Metal Black, but I think they were referring to Black the fps game.
If you can stand irritation, I'd try some of the Final Fantasy games on the system (talking about X and X-2 here).
Someone already recommended Gauntlet: Dark Legacy, I do agree it's a really fun game.
Splinter Cell is pretty good.
Oh and The Sly Cooper series is also a fun one.