My favourite that I've played would be Infamous. It's third person free roam game with the usual parkour, many things to kill, and many things to upgrade. It's like Assassin's Creed and Prototype if you've ever played them.
Infamous doesn't have Parkour. Thats Urban Exploration. Just climbing somewhere. Parkour/Free running is what the assassin's in Assassin's Creed do.
My favorite is the Uncharted series. Just because it has no equel in storytelling and gameplay. Puzzles are challenging but fair. Enemies, excluding the supernatural ones, are realistic and dynamic.
I would have to decide on Skyrim. A well developed game, great visuals and amazing gameplay. There are so many quests in the land of Skyrim that you will never get bored. Skyrim also includes a great soundtrack.
Probably Uncharted 2. Uncharted 3 was great, but overall just wasn't as good as uncharted 2. It improved upon pretty much everything, but some things weren't executed as well as 2.
Killzone was also a masterpiece IMO. It is just freaking gorgeous and one of the best looking games I've ever seen. In fact it may very well be the best looking game excluding Killzone 3 and Crysis 1.
I haven't played Killzone 3 so I won't judge on that one.
I haven't played many PS3 games, but Red Dead Redemption would be the best out of the ones I have played. The thing that stood out for me would have to be the storyline, it really made me feel for the main character, John Marston.
It's pretty much a game set in the Wild West, with plenty of weapons and upgrades, horses to break in, criminals to stop, and bounties to hunt. It's setup sort of like GTA, but with its own unique touch and a lot more fun if you ask me. The things you can do include, hunting, playing poker, duels, side-missions and of course the story missions. It's a massive game which took me a week or so to fully finish, best of all the replay value is great.
The only downside to this great game, is how they tie the whole story up.. won't drop any spoilers here but the end of the game kind of ruined it for me. Although, I have since played it another two or three times from start to end.
Definitely a game to add to your collection, if it hasn't already been added.