A few of these titles will branch out somewhat from the shooter focus you expressed, but most are either shooters or similar enough that I thought they were worth mentioning. I did feel the need to include a couple RPGs, though...
Multi-Platform Titles
- Batman: Arkham Asylum (and sequel, Arkham City)
- Bully: Scholarship Edition
- The Darkness
- Deus Ex: Human Revolution
- Dragon Age: Origins (and expansion, DAO - Awakening)
- Grand Theft Auto IV (and expansions, The Lost and Damned & The Ballad of Gay Tony - might be less expensive to buy those in the GTAIV: Episodes of Liberty City pack)
- L.A. Noire
- Mafia II
- The Orange Box (Half-Life 2 and Episodes One & Two; Portal; Team Fortress 2)
- Prince of Persia
- Red Dead Redemption
Xbox 360 Exclusives
- Alan Wake
- Fable II (and sequel, Fable III)
- Mass Effect Trilogy (yes, 2 and 3 are available on PS3, but console-wise 1 is only on 360 and who thinks of the trilogy as anything but Xbox games?)
- Splinter Cell: Conviction