I think I like Metal Gear Solid more than Uncharted and The Last of Us. It depends on the installment. I have an incredibly soft spot for Metal Gear Solid 3: Snake Eater. That video game is such a masterpiece.
Most of my favorite video game franchises are no longer exclusive (if they were even exlusive to begin with - they definitely weren't from first party developers). Ni no Kuni: Wrath of the White Witch is a fantastic role-playing game but I think there is a Nintendo DS version of it somewhere (i.e., in Japan). *shrugs*
My favorite Xbox exclusive (franchise?) is Alan Wake. Fable would be a close second if it wasn't on a detour.
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Dark Cloud. The series is fun to play and I wish there was a third game for it.
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2nd party exclusive: pokemon (not playstation exclusive but still great franchise)
3rd party exclusive: metal gear solid. Always loved the series but 3 just made me laugh and cry and just enjoy an amazing experience. And i count this as exclusive still because mgs actually sells really really bad on xbox.
I don't want to be that guy (but I am going to be), but MGS was never a PlayStation exclusive franchise.
For me it would have to be Crash Bandicoot(1-3 and CTR) from back in the day.
Mario, no no Sonic, or maybe Bonk, Or that Tomb Raider game with a guy yeah that's it Uncharted. Sorry Uncharted is actually my favorite I think Naughty Dog actually makes games they way they should be made today. I bought the Ps3 for movie type games and it looks like alot more games are being made like this for the Ps4 too - The Order 1886, Uncharted 4, BloodBorne, even Infamous and Knack are kinda like this!