First for action games. 2 new Halo games are coming out, the ODST, and also another more mysterious one called Halo: Reach (like the popular brand of tooth brush).
The new Splinter Cell game Splinter Cell: Conviction was shown in playable form, it looked real good, and Sam Fisher looks like a complete bad ass now.
The next Metal Gear Solid game is going to come out on the 360. The main character is Raiden (god I hope he's better than he was in the awful Metal Gear Solid 2) and the game is titled Metal Gear: Rising.
Onto HORROR! Heh. Alan Wake was shown in playable form. It kinda looked like a less scary Silent Hill, and reminded me quite heavily of Alone in the Dark. The play though showed Alan as he chases after some type of monster which has kidnapped his friend (or something) He ran through some woods, then got a cable car to a shack which was promptly demolished by a bulldozer.
Left 4 Dead 2 was announced. I have yet to play Left 4 Dead, so I really need to pick that up while people are still playing it!
Anyway that is E3 at the moment. Looking forward to more reveals for the other platforms!