I still have yet to play Persona 4 Golden, but it looks fantastic. The last Vita game I played on there was Uncharted: Golden Abyss, which was a fantastic addition to the Uncharted franchise if you are into those games. I've only played Uncharted 2 before this game, but I Golden Abyss is actually my favorite so far. Some of the controls can be annoying just because they were trying to have you use everything (such as the back touch pad thing), but those were only minor annoyances.

I pretty much got the Vita for Gravity Rush though, which was the most fun I had playing a game in quite a long time. The way you travel around in the game is just plain fun, and the characters are all well characterized and interesting.

There isn't much released for it right now, but it has some gems.