I don't have many Platinum trophies, but I'd have to say the one I'm most proud of having is the one for Uncharted 3 just because I enjoyed that game series so much and am now also currently going back through Uncharted 1 and 2 to get the Platinum trophies for both of those.
Infamous because that game was fun and tough finding the shards and doing all the stunts.
― William Faulkner
Ugh, don't get me started on inFamous! I love the game but there's still I think like 3 or four trophies I have yet to get. One of them being for performing all of the stunts. Plus, I still have yet to buy inFamous 2 and play through that before I try to get all the trophies for it!
I only have 9 platinum trophies so I am proud of all of them, but I am especially proud of my Ratchet & Clank Future: A Crack In Time platinum as I love the franchise so much.
Here are the other platinums I have:
Uncharted: Drake's Fortune
Uncharted 2: Amoung Thieves
God of War
God of War II
God of War III
Assassin's Creed II
Battlefield: Bad Company 2
I am also really proud of my God of War III platinum as it was such a pain in the butt to get it. And if I get the Platinum for Mass Effect 2, I would be really proud of it too as the playthrough on the Insanity difficulty is damn near impossible.
While I'm happy with them all, I'd probably say my first accomplishment in this regard is the proudest moment. For Borderlands: Game of the Year Edition, it's the Platinum that took the longest to unlock. Uncharted 3 is likely the toughest. During the PlayStation Network's downtime, Borderlands got me through it by working toward the goal of clearing those last few trophies, especially the seemingly endless hike to level 50. Not to mention... just being the first instance when a Platinum trophy popped up was brand-new at the time.