Definitely go for Red Dead Redemption. It's an excellent story driven game, full of stuff to do, both offline and online and it has a great player-base on PS3 (me included

).
If you just want the new Zombie DLC and the online multiplayer, then you could buythe disc coming out in november, but I'd recommend you buy the full game and then buy the DLC value pack off the PSN store, I reckon you'll get way more value that way, since you get the whole story with all the character, all the weapons and all the stuff to do, since it's a game that deserves to be taken note of.
As far as FPSs go, try Killzone 2. It's got a great online community with great games and I never got any lag on any of my matches.
It's one of those game you have to commit to a bit if you want to perfect the controls, since they feel really heavy and sluggish the first time you play, but if you persist, you'll find yourself becoming addicted to the meaty guns and great looking combat. Also, it's looks incredible, so that's a plus.