Dawn of War

That sounds pretty sweet.. it'd be interesting to see how a MMORPG of that scale would work out on a console system.

Have you tried any of the Command & Conquer games? Most of those are amazingly good (especially C&C Red Alert 2, and C&C Generals is great too). There is a pack you can get at Wal-Mart called 'C&C The First Decade' that only costs $39.99 and comes with almost every C&C game ever made (12 games in all - all high quality; excellent for the price) and even a BONUS DVD!

Starcraft and Warcraft 2/3 are also excellent RTS games that are some of the best ever made.

I think it will work out good for the PS3, mainly because you can get a keyboard and mouse for it. Which i'm sure will be required to play Warhammer.