Naturally enough there have been a number shooters created using UDK (and a few coming up too, see my previous post here about Desert Zombie: Last Stand which still isn't out yet). One of these is Warm Gun, a futuristic wild west first-person shooter. Released last month, the game showcases UDK incredibly well in terms of very detailed level-design (though the action itself is a bit clunky on the framerate front on my 3GS, maybe because of the hardware?).
Another shooter title, this time of the third-person variety, with all the Gears of War characteristics that this entails (such as taking cover etc.) is EPOCH. Again set in a futuristic backdrop, with the player handling a killbot of some sort, this is a very impressive visual experience and probably the title I am playing most out of all presented in this post.
It's good to also see UDK used in other genres and not just shooters, with a prime example of that being Gyro13 - Steam Copter which is a helicopter game with strong emphasis on physics rather than battle. It's definitely a good idea for a game and it comes across very well though I have to say it's very unforgiving for beginners with the controls being very very tough to master.
Finally, I have also spent some time with Dark Meadow, which is hard to categorise in a genre as it carries many different elements, although it could potentially be classed as a first-person mystery game (it takes place in a run-down hospital and there is an elaborate story behind it).
The best way to describe it is as Infinity Blade (action sequences) mixed with the Epic Citadel demo (in terms of navigating through the environment) and old-fashioned adventure game elements. Unfortunately, this is not nearly as engaging as it sounds though I would definitely not fault it graphics-wise as it is very smooth, slick and incredibly detailed. Probably worth experiencing for that alone.