With Capcom no longer making any PS3 exclusives and AceCombat coming to the 360 release as well, there aren't that many third party exclusives left on the PS3 right now. Final Fantasy and MGS 4 are the last two big ones. And while it's not impossible that they stay exclusive, it's clearly questionable at this point.
The only games that are guaranteed to be PS3 exclusive are first and second party content. Just to clarify:
First Party The development studio is completely owned by Sony. For example, Polyphony Digital or Team Ico.
Second Party The development studio is completely independently owned but works on Sony funded and Sony owned PS3 projects. For example, Rathchet & Clank or Motorstorm.
Read on for a list of the upcoming announced first and second party content. I omitted retro ports (such as Gauntlet II), junk (Wheel of Fortune), and titles that are likely very early in development and a long way off (like sequels to Resistance or God of War) .