I vote for CoD3; it's a ton of fun. If you like first person shooters, it's really a must have. It's also great practice to get used to the controls and prepare yourself for the rest of the FPS games that will be coming down the pipe.
CoD3 was really good, and it got me adjusted to the controls so that Red Steel was a sinch to play (Don't even understand why people say the controls suck for this game)
metal slug rocks, but it's not a launch title because it came out mid december. freakin' awesome game. i remember dumping quarters into the arcade machines