My brother and I do online co-op, things might be a little different for couch co-op, but our favorite (non-FPS) co-op games would be:
Marvel Ultimate Alliance 2 - very fun game
Dead Nation (PSN) - not a FPS, but a top-down shooter against a Zombie horde. The is a personal favorite for both of us
Shoot Many Robots (PSN) - Not a whole lot going for it, but it's cheap and has its moments
Portal 2 - definitely recommend this one; awesome puzzle game
I cannot, in good conscience, recommend the Lego games. My brother and I tried the Star Wars and the Indiana Jones and we just couldn't get into them. We found them both to be repetitive, frustrating, and boring. But I know a lot of others love them.
Check out
co-optimus.com for game reviews that focus on co-op play and they provide a run-down of co-op features (couch vs. online play, story mode vs co-op exclusive missions, etc.)