Not online but I highly recommend the follow xbox titles:
Star Wars Knights Of The Old Republic
Star Wars Knights Of The Old Republic 2 (not as good as the 1st one but worth playing)
Jade Empire (from makers of KotOR 1, and the upcoming 360 game Mass Effect)
Amped 2 (a million times better than the attrocious Amped 3 *spits*)
I think they're the games I enjoyed playing most when I had a xbox. PGR2 as well but we have 3 now so no point.
There's GTA:VC and SA of course (a good 80% of my xbox ownershp was spent playing these), but Saint's Row is out soon so I'm sure people will get their crime fix there now, I know I will!
Never really go into the Halo games (sorry ) but I did have them both. I just wasnt feeling the setting or the story, although I cant fault the gameplay.
Ninja Gaiden. Black if you can't find the original. Halo 2 is great online though, if you like being verbally assaulted by 8 year old Americans, that is.
Definately worth getting on the XBox (PSP version is good but the XBox version over Live is great!). Still PES6 isn't far off now (3 months or so) so it's probably better to wait for that.