The last games i bought were Kingdom Hearts, Shadow of the Colossus, Star Wars Battlefront, Twisted Metal Black, Resident Evil 4, and God of War. All on the ps2. The only ones I had played before were Kingdom Hearts and Star Wars Battlefront. I am currently playing through Shadow of the Colossus and I have to say that it is one of the most unique and toughest games I have ever played.
My latest purchase is Assassin's Creed 2. It's a great game and I'd recommend it to anybody. I'm definitely looking forward to Assassin's Creed 3 even more now!
The last games I got physically are Phantom Hourglass and Spirit Tracks and the last games I downloaded for WiiWare/Virtual Console are Dr. Mario Rx Online and Donkey Kong Country 3
I got Resident Evil: The Mercenaries 3D about a month ago. It's the most recent I can remember. It's fun but no plot really. Just like playing Time Crisis-Resident Evil style. But hey, I love using HUNK and Chris Redfield