Czar (Since I don't know your real name), if you like Oblivion, then there are two games besides Fallout 3 that I think you should try.
One of them is an absolute gem that is thoroughly underestimated. It is a strategic RPG by Sega called "Valkryia Chronicles". You can download the demo, but I tell you, this game is absolutely wonderful.
The next one is a game that is coming out in the US and Europe next month by the name of "Demon's Souls". It is a dungeon crawler type of RPG that will absolutely break your spirit. You have to be beyond hardcore to want to play it. It is just that difficult. It is extremely rewarding, however. I played the Korean version of it, because it had the english subtitles, and it almost made me cry, that is how difficult it is.
As Lion mentioned, Batman Arkham Asylum is a very good game. You get to play as the Joker in certain challenge rooms, which is a PS3 exclusive.
You mentioned Need for Speed. The new game, Shift came out, but its not very good, aside from the crazy visuals.
Call of Duty 4:Modern Warfare as well as Call of Duty 5 are out for the PS3 already, but Call of Duty: Modern Warfare 2 is coming out in november, so just save your money and pick that one up.
There are a ton of downlaodable games through the playstation network that are really good. The Pixel Junk series, such as Eden and Monsters, are quite good. Super Stardust HD is one of my favorite titles also. There's just so many, I can't even remember them all