Killzone is great, for some reason i have to play half an hour-ish to get back into it everytime i play it. to get to the zone, like you say, i guess.
but once there, it's fun.
i didn't like it the first time i played it, because i didn't give it the time...but now i think it's up there with Wipeout HD and Drake's Fortune as a good showcase for the PS3.
P.S. last game i bought was Wipeout Fury expansion, on my mates PS3....and actual physical disc game was Burnout 3: Takedown for PS2....me and my mates wanted to mess about with crash mode!!!