Okay I got my PS3 for Christmas because I wanted a BluRay player. Went on and picked up F1: CE and Force Unleashed. Now I've been out of the PS market for several years... probably launch of the PS2. Since then I've had the Xbox and the 360. What games have I missed, and what games do I need to go pick up?
Well, you said you are getting GT5P, so that's good. What kind of games do you like? Better yet, what 360 games do you like and we can point you in the right direction, but for my favorites:
MGS4
Uncharted
LittleBigPlanet
Flower (PSN Store)
Super Stardust HD (PSN Store)
High Velocity Bowling (PSN Store)
What can I expect from online play with the PS3
It varies from game to game as Sony doesn't have as strict of rules as Live does for developers. Most games now use voice chat, but some early ones didn't. And at the moment you cannot chat with anyone outside of the game you are playing like you can on Live.
One more thing, accessories. Are there any that I need to run out and get?
Like you said, it doesn't come with a headset. Most any bluetooth headset for a cell phone will work. They sell an official one for $50 or bundled with SOCOM and EndWar. If you can still find a Warhawk bundle in stores they come with a Jabra BT125, or you can find a standalone one in someplace like Best Buy for $20-$30. I have the Jabra and it is good enough. I use it for my cell phone too.
A Blu-Ray remote. If you are using it for movies this is a huge bonus. It' bluetooth, so it won't work with anything else in your house, but you can also be in another room or have it pointing away and control the system. It will also navigate the XMB very well. Unless I am specifically playing a game I do not pull out my DS3. I use the remote for movies, music, and pictures.
Also, if you intend to use the Web browser very extensively or even use text chat in games, or various other things, a USB keyboard (mouse optional) is extremely useful. I have a wireless one so I can sit on my sofa. They do sell a bluetooth keyboard for the PS3 for $80, but any $20-$30 USB wireless one will do. I use it for sending messages, using the browser, editing file info on my media, and even on the You Tube upload feature found in some games.
Search through the PS3 stuff to find any extended conversations on various games.