All of the below.
Serious Sam with a double shotgun and Gatling gun, it's so much fun blowing enemies away (SS1 HD would be my pick, SS3 is slightly more CoD like) On PC and XBLA
Binary Domain, It's a Gears of War clone but with a more arcade feel, faster pacing and easier for noobs to get into, don't let the fact there is only robots to shoot as bit's fly off them makes shooting them so fun.
COJ: Gunsligner, another SP FPS, but set in the wild west. This game feels more like Time Crisis or another arcade lightgun game as enemies just pop up in front of you with no real AI or tactical play common with modern FPS, It's fun especially if you play for score and chain enemies. (XBLA / Steam (PSN?)
Space Marine 40K, 3rd person shooter / hack and slasher hybrid. It's very much inkeeping with the source material, that means the bolt rifle sound meaty as hell, enemies come at you in swarms and when they get to close you can kill them with chainswords and other hand weapons, feels great! especially when you pick up a jump pack and two handed hammer
Anarchy Reigns, 3D beat em up, good dumb fun, it's mostly built around MP which is dead on the 360 (dunno about PS3) SP is still fun and it's dirt cheap to buy.
Anarchy Reigns is made by Platinum Games, all their games are worth playing.
For 2D co-op try Jamestown on steam, very noob friendly you'll have fun playing 2 player co-op.
Streets of Rage 2 (It's on steam IIRC) best 2D beat em up ever made imo.
Guardian Heroes on XBLA is another fun co-op / Castle Crashers (on steam too) is abit too dumb for me.
Run and gunners try Metal Slug 3 / XXX, Hardcorps Uprising, Gunstar Heroes
Rail Shooters, REZ HD (XBLA), Child of Eden (PS360) and Sin & Punishment 2 (Wii)
also lightgun games like House of the Dead Over Kill on PS3 Move and Wii