The bundles (the games with all the extra stuff) are usually the most expensive. I've never ran into an expensive game since I just get the actual game and rarely put money into DLC.
Most games will be expensive--more than retail--when you factor in DLC which bumps a game from $60 to the $70 and $80+ range at times. 9 times out of 10, your game is going to end up more than $60.
Hmmm the two that come to mind are GoW 2 Limited Edition, which I felt was worth it! And the second one was the Beatles Rock Band set and another that was extremely worth it since me and the whole family is a huge fan!
My most expensive set of buys for my xbox 360 had to be Halo 3 and all it's map packs. It doesn't sound like a lot now, but it was pretty hefty if you totaled everything up!