Project Gotham Racing: This is a great racing game.  The kudos system lets you make progress while learning.  The downside - the learning curve is tough.  I never to complete some of the challenges.

Project Gotham Racing 2: A super improvement over what was already a great game.  Other game designers can still take lessons from these folks concerning online gaming.  In addition, this version was much more accessible and did not have the horrible learning curve - oh, you could turn it up and make it impossible, but you can also set it to a level that keeps it fun, no matter what your level of play.  This is a must have.

Project Gotham Racing 3:  Seems like a retread (not a bad thing) of PGR2, but with a collection of super cars and incredible graphics.  For the Xbox 360 - This is a must have