PSP Rocks. (especially Jap 1.50 ones ) (faking FW 2.50 at the moment with Dev Hook).
WSOP 2006 = Not bad, good fun for poker nuts on the go.
Burnout Legends = Ace, liked it for ages
Wipeout Pure = Awesome, how could you not love the wipeout series
Ridge Racer = Awesome too, great graphics & a lot of fun drifting
SSX on Tour = Shit, you just can't come down from playing it on PS2 to PSP
Loco Roco = Awesome, lots of fun, & challenging if you try to get the max Roco's / collectables.
NFS Rival = Pretty ordinary, runs crappy compared to other games higher FPS. All EA Games run a lower FPS due to their inefficient graphics engine.