Fable 2 is a pretty entertaining RPG, and leaps and bounds better than the first one. I also found [Prototype] to be very fun, although it is available on the PS3 as well.
As for RPGs there is also Star Ocean: The Last Hope, which I believe is also being ported to the ps3 with some added items and playable characters and stuff, so you might just wanna wait on that one.
Also,
The Last Remnant (RPG)
Infinite Undiscovery (RPG)
Enchanted Arms, (also on the ps3)
Blue Dragon (RPG)
Condemned: Criminal Origins (very fun survival horror type game)
Condemned 2: Bloodshot (equally fun sequel)
F.E.A.R (awesome fps game with survival horror elements thrown in, one of my favorites)
F.E.A.R files (unofficial "sequels" to the first, but made by a different company so they have no relation to the second game, but are still very fun)
F.E.A.R 2 (official sequel to the first game, very nice graphics and fun game play, albeit much easier)
I'd also like to second Fallout 3 and Mass Effect, as they are both very fun RPG games merged with FPS, and it works rather well, and I would also like to recommend Oblivion if you haven't played that already...
And Braid from XBLA is an amazing game if you haven't played it on PC yet, do it!
