Both those games are RPGs theyre nothing at all like call of duty lol. If you're looking for a new first person shooter I would possibly try out Bulletstorm, Battlefield Bad Company 2, or seeing as your a PS3 owner Killzone 3 is worth a go too.
Oblivion is not a shooter. Its an open world RPG game that is by far one of the best to come out in a long time. Fallout 3 and New Vegas are also RPG's but do have guns involved. Its not a typical shooter however.
If you are looking for other shooters on PS3, I would try out Killzone 2 and 3, Resistance 2, Battlefield Bad Company 2 and Medal of Honor.