When I first bought my PS3 I didn't have access to the internet to hook it up. It was only about 3-4 months after my purchase and the day I got my credit card that I learned the absolute joy of the PSN (Playstation Network). To this day I've probably downloaded over 30 games and I'd just like to talk to you about some that I've played:
Echocrome: Echocrome is one of the best puzzle games that I've ever played in my life. It's all based around shifting perspective to make your way through this course to collect echoes. It's extremely minimalistic, all white except for the black outlines. The game completely completely messes with your sense of perspective and it's totally worth the 9.99.
Super Stardust HD: The single best Twin-Stick Shooter I've ever played. You play over about 5 different planets and destroy asteroids of which there are three different kinds (ice, gold, and rock) You occasionally fight mines, ufos, and space caterpillar things. It's challenging and an absolute blast to play.
Burn Zombie Burn! You light zombies on fire to increase your score multiplier. In order to get a really good score and the higher medals you pretty much need to have 80+ zombies on fire at a time. However, when zombies are on fire for too long they turn into charcoal and stop burning but keep on running after you. The maps are a perfect size and the number of different kinds of zombies and weapons is great. Oh, and the zombies who are on fire move faster and hit harder. And you cannot beat it, the round finishes when the zombies have completely killed you.
*The Last Guy: This is the single best use of Google Earth ever. The world has been taken over by zombies and it is up to YOU (A superhuman Himalayan shepherd zombie) to help evacuate the survivors. It becomes very challenging very quickly but I guarantee it's like nothing you've ever played before.
Those are just 4 of the ones I've gotten, there's a bunch more but I'd like to give you a chance to talk about some of the stuff you've downloaded on PSN or XBL. Or even some indie PC games.