Street Fighter Alpha 3 Max
Guilty Gear Judgement
Tekken Dark Ressurection
Valkyrie Profile
Metal Gear Portable Ops
Gradius Collection
WTF

The PSP's library is iffy but if you like fighters your good to go as the PSP handles them perfectly ( just make sure to replace the D-Pad ).

Theres still some good games on the way. God of War - Chains of Olympus will surely wet your appetite.