I second Wolf's sentiments about P3P. It was my first Persona game and the interface really threw me off, so much that I haven't had the desire to ever play another Persona game.

I haven't gotten to Valkyria Chronicles 2 but the first one was great so I'm sure it's great, but VC is a strategy RPG so you may not like it as much. That's too bad, too, because Tactics Ogre is the best game on PSP.

Also if you like Kingdom Hearts then Birth By Sleep is one to play since it's the best one.