The biggest deterrent to buying a PSP for me was the lack of games that I wanted to play. But then I remembered that back in the day, we didn't buy portable games looking for these epic single player experiences to change our lives, or at least our gaming palettes. For that reason, I would advise you get a football or hockey game, try a racer (I can vouch for Motorstorm: Arctic Edge, seriously, check it out), get a couple of demos from the PSN and check some of the obscure puzzle stuff like "Holy Invasion of Privacy Badman: What Did I Do to Deserve This?"

There's been a lot of good RPG's name dropped in here. Disgaea's definitely up there. Final Fantasy VII and FF Tactics are also available on the Playstation Network. Vagrant Story will be up on the European store soon so if you make a European PSN account you can get that. Metal Gear Solid is a great choice as well, but the PSOne Classic title, not Portable Ops.