The rumble was taken out due to a lawsuit with Immersion Technology, who claimed that Sony infringed on their patents to make the rumble in their controllers (Microsoft was sued for this as well). While M$ decided to settle out of court Sony stuck to their guns and fought it- and lost. Immersion offered to show how the two technologies (tilt and rumble) could work together but Sony bosses have a good bit of pride (or stubbornness) and have thus far refused as Jason alluded to up above.
We've seen some complain about the rumble being gone but personally, I didn't miss it a bit. Shaking the controller to fend off some of the grabby Chimera in Resistance works nicely as does tilting the controller for steering or changing gears in a racing game like Ridge Racer 7. I'm semi-patiently waiting for Warhawk to get out in 2007 to try flying just by tilting the controller. They use this in the PS3 version of Blazing Angels also- this may be my next purchase.