Killzone 2 is one of those rare games that I think put effort into your character's hands. Of course, they aren't as integral to the experience as they are in a game like Mirror's Edge, but the game seems designed from the bottom up to make those hands yours.
The first thing you'll notice when playing Killzone 2 is that your weapons don't snap right to where you want them, they're sluggish, they have weight, and an object at rest prefers to stay at rest. It pisses people off in a major way, but the intentional clunkiness of the controls means more missed shots, more firing for effect, more of a sense that these are powerful machines that you don't have complete control over.
Early on in the first combat level, you and a teammate need to get over an obstacle, so you literally lend each other a hand. What easily could have been done in third person is made more compelling because you look up and take your teammate's hand, with no change in perspective.
Because the post is getting a bit long, here's my last thought. Sixaxis, for the most part, sucks. It's inaccurate, oversold and underused. But when it comes time to plant a bomb, you pull it out of your pack, stick it on the wall and activate it by moving your controller along with the hands on the screen. Go half-way, the hands on screen go halfway, go back and they go back. They are your hands. It's a simple, imperfect little gimmick, but it's effective.
It's unlike any other hoorah, blow-em-up FPS I've ever played.