I rarely play my PSP, but when I do. I have these games Ultimate Ghost's &Goblin's (I like the music,gameplay,and graphics,also high replay value)
Tekken Dark Resurrection is fun , Metal Slug Anthology is a classic beware of loading times.. I have Killzone, Virtua Tennis & VT 3, Darkstarklers , and a few more titles that I have'nt played in a while so I'll hold my judgement on them.
Hope this helps.