Here's a handy list of MUST play exclusives:
Uncharted 2
Uncharted 3
God of War 3 (debatable)
Ratchet Tools of Destruction
Ratchet A crack in time
Infamous 2
journey (debatable)
The Last of Us




If you didn't play the jak, sly, or ratchet series you can get them cheap on PSN, but Im not sure they count.
Same thing with KH1.5 when it comes out in september

Like you said, there are tons of good classics to download as well.
Just don't buy Noby Noby Boy. Don't ever.