PSN is a free service, although on the PS4 some games may require PS+ to play online, which is not a $20 a month fee. Depending on your subscription I think it's either $60 a year or $20 every three months. I'm a PS+ member and I easily make up for the PS+ fee in discounts and the free monthly games.
As for exclusives, well if you don't have The Last of Us on PS3 yet, get it on PS4. I actually have it on both PS3 and PS4. If you're into fighting games Street Fighter V has gone Sony and PC exclusive. Sony is also allowing for cross platform online play between PS4 and PC.
We also have a confirmation of Uncharted 4 and God of War 4 coming as exclusives. Two series I love to death and have played through multiple times.
Killzone and Infamous I think are the only other two notable exclusives, I can't remember if the upcoming Silent Hill and Metal Gear are PS4 exclusive or not.
There's also some really good exclusive Indy games, the upcoming one I am looking forward to at the moment is Hell Divers. We're due for Hotline Miami 2 in the next few months as well, although that is not exclusive. Also it's on PC, but Planetside 2 is coming to PS4 as well. Oh yeah, I just remembered The Order and Bloodborne are PS4 exclusive. Bloodborne is coming from the same guys who did the Demon Souls and Dark Souls games if you were ever into those.
If you haven't played Shadow of Mordor on PC yet, I highly recommend it. I put over 50 hours into it. A few more from my personal collection: There's GTAV, Sleeping Dogs, Metro Redux, Alien Isolation, The Evil Within, Wolfenstein, Tomb Raider, Shadow Warrior and Watch Dogs.