DS:
Retro Game Challenge
Big Bang Mini
Lunar Knights
Fire Emblem: Shadow Dragon
Castlevania: Dawn of Sorrow/Portrait of Ruin/Order of Ecclesia
Hotel Dusk: Room 215
Mario & Luigi: Partners in Time
Sonic Chronicles: The Dark Brotherhood

And with all what everyone else suggested, you got a pretty big selection.
I also strongly recommend playing Trauma Center and all the other adventure games the DS has to offer.
Like; Trace Memory and Ace Attorney series and some other games I can't really remember now.

And since I don't have a PSP, I can't really recommend any games for it.