Blue Dragon for Xbox 360, don't know if it's on PS3 too. RPG that was made by a former Square employee.
Heh, let me help you out a bit. Xbox 360 exclusive and that Square employee was none other than Hironobu Sakaguchi himself aka the Father of Final Fantasy. 
Rare games is basically a thing of the past. There are a handful of DS and Wii stuff but outside of CEs, thats just about it.
Not gonna be rare, but I'll throw some obscure weight behind:
Wii:
Fragile Dreams
DS:
Infinite Space (highly recommend)
PS3:
Trinity Universe
Cross Edge
Thanks for Fragile Dreams, couldn't remember the name of it off hand, even though I've had it for years. But that's one I'd say will be a hidden gem on the system and I don't think Xseed made too many. Opoona too, being highly regarded, but not many people know of it.
Will recommend Infinite Space as a uncommon game that is pricier than the norm. A cart only version cost me $35 a few weeks ago. Complete copies run around $50+, it's starting to become one of the harder to get game on the DS, and was released in lower than normal quantities (something Platinum got angry with Sega for and which hurt their relationship too)
A complete copy of Shin Megami Tensei Strange Journey cost me quite a bit too, so I'd recommend that one as well if you have any interest in that series at all.
Not sure about the PS3 NISA games, but more than likely they are rarer than the norm.
If I went through my collection I could recommend tons more, but I won't, for now anyway.