PSP? Don't you mean PS1? Kidding, but in all seriousness. There are only a few games that I REALLY want on PSP.
Star Ocean: First Departure and Second Evoltuion
Crisis Core
Persona 3 (And yes it is inferior to FES)
Final Fantasy 4: Complete Collection
Final Fantasy 3 (Even if it is overpriced)
Dissidia Duodecim
Disgaea: Afternoon of Darkness and Dark Hero Days
Tactics: War of the Lions

there are a few others, but my main attraction to this system was the PS1 selection. I mean, that's almost all of the Final Fantasy collection right there. What could be cooler than having my favorite game series on one, handheld system? Would I play FF7 at a boring family reunion? smurf yeah! Would I play FF8 to... never mind. Would I play FF9 on a bad date? Damn right? (God... Did I just suggest games over women?) Is PSP the best handheld in my opinion? Yeah, but only because of the epic PS1 selection. Everything else is good, but mainly meh.