Sony UK's Fergal Gara when talking to Eurogamer had something interesting to say: that Killzone: Shadow Fall is going to be close to 50GB when it becomes available. Yes, 50 gigabytes.
Gara was talking about the "play while you download!" feature when he said: "The Play as you Download functionality, for example, means you don't need the whole file before you go. This is a little bit counterbalanced by the fact the files themselves are getting bloody big. Killzone: Shadow Fall is an uber file - I think it's cracking on for 50GB. It looks it, too, when you see it."
The PS4 has a built-in 500GB HDD, so you won't run out of room too quickly, but if all games are 30-50GB, then that is going to fill up rather fast. For people like myself, stuck in backwards Australia with our Internet access that is quite slow, it's going to hurt, a lot.