Just thought I share some titles that make the PSP worth having:
Jeanne D`Arc
Best SRPG on the PSP. Created by Level 5, an amazing piece of work with
beautifully rendered graphics. Awesome game, one of my favorites and
probably my favorite SRPG ever!

Crisis Core Final Fantasy VII
Yeah, this would work better on a console like the PS2, but there's no
other place you can experience this prequel. I think it's the PSP's
best RPG and it's great for FFVII fans. Definitely worth playing! And
it's Greatest Hits now, so it's only $19.99!

Pangya Fantasy Golf
This is my favorite golf game by far. I like it even more than Hot
Shots Golf 2, which is also good. It's made by a Korean company and the
game has awesome anime designs. It's a handheld version of a
multiplayer PC golf game, but I prefer it on the PSP. Seems more
fitting.

Gradius Collection
Gradius I, II, III, IV, and Gaiden all in one collection! Can't beat that!

Mega Man Powered Up
One of my most fondest childhood memories and my favorite Mega Man game
ever. I started gaming with the SNES, but the original Mega Man was the
first game I fell in love with. I was way too young to play it but I
still remember my big bro playing it and I just loved it. This is one
of the best remakes ever made. A must have for any Mega Man fan!

Lumines II
One of the best puzzle games ever! Sure this game can be played almost everywhere now, but it belongs on a handheld, and the PSP is the best for it.

Monster Hunter Freedom Unite
I'm sure Monster Hunter Tri for the Wii is the best one yet, but the PSP is where all the craziness began! At first, I didn't understand why Japan went insane for this game. But after getting it, I understand why. It really is a great game and it looks amazing! Definitely a must-have!

Wild ARMs XF
It didn't get good reviews, but I still enjoy this SRPG on the Wild ARMs universe. The characters and artwork is vibrant and awesome. Not as good as Jeanne D`Arc, but not bad as well.

Dissidia Final Fantasy
I just got this and I'm loving it! At first, I thought the combat and fighting system looked shallow and boring, sort of like Powerstone with FF characters. But it's much more than button smashing. To my surprise, the combat is very deep and requires a lot of strategy. Also, every character is customizable like crazy with so much content to it. It's great for FF fans, but not only that, it's just a great PSP game, period!

Final Fantasy Tactics War of the Lions
The definitive Final Fantasy Tactics game! It's just the port of the PS1 classic and then some, but it's still just as addicting. And the new CG's are breathtaking!

Tekken Dark Resurrection
Before this game went all HD on the PS3, this was quite a showcase for the PSP. It's still the best fighting game ever produced on a handheld.

SoulCalibur Broken Destiny
Almost as good as Tekken DR. I say "almost" because there were some disappointing features that was mysteriously left out, like arcade mode for example. Regardless, it's still the 2nd best handheld fighting game ever made! Although Tekken DR still has the crown IMO, SC Broken Destiny blows Tekken away when it comes to graphics and visuals. Very amazing! And Kratos is playable!

Prinny: Can I really be the Hero?
One of my favorite action/platformers ever! This game is hilarious and awesome! But it's damn hard, but not to the point of being cheap. When you die in this game, it's because of you, not the game's difficulty. The art style is amazing, the graphics are beautifully rendered, and the game is just plain fun. Every time I play this, I realize how much I love my PSP! I'm so glad NIS made this.

Disgaea Afternoon of Darkness
The best version of the PS2 classic. It sounds great, looks great, and plays great. Looking forward to Disgaea 2!

Resistance Retribution
I'm sure the PS3 Resistance games are better, but Retribution is an amazing game in its own right! It's, perhaps, my favorite PSP game not because it's fun and looks amazing, but because it's a game that defines what the PSP is all about. It's great!

Other honorable mentions:
Metal Gear Solid Portable Ops
Castlevania Dracula Chronicles X
Ultimate Ghosts and Goblins
Street Fighter Alpha 3 Max
God of War Chains of Olympus
Hot Shots Golf Open Tee 2
Wipeout Pulse
Ridge Racer PSP
Syphon Filter Logan's Shadow
Syphon Filter Dark Mirror
Crimson Gem Saga
Patapon 1 & 2
Loco Roco 1 & 2
Killzone Liberation
...and more...
...and more to come...
Little Big Planet Portable

MotorStorm Arctic Edge

Metal Gear Solid Peacewalker

Kingdom Hearts Birth By Sleep

Valkyria Chronicles 2
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
Disgaea 2 Dark Hero Days

Jak and Daxter The Lost Frontier

Parasite Eve The 3rd Birthday
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
Jeanne D`Arc
Best SRPG on the PSP. Created by Level 5, an amazing piece of work with
beautifully rendered graphics. Awesome game, one of my favorites and
probably my favorite SRPG ever!

Crisis Core Final Fantasy VII
Yeah, this would work better on a console like the PS2, but there's no
other place you can experience this prequel. I think it's the PSP's
best RPG and it's great for FFVII fans. Definitely worth playing! And
it's Greatest Hits now, so it's only $19.99!

Pangya Fantasy Golf
This is my favorite golf game by far. I like it even more than Hot
Shots Golf 2, which is also good. It's made by a Korean company and the
game has awesome anime designs. It's a handheld version of a
multiplayer PC golf game, but I prefer it on the PSP. Seems more
fitting.

Gradius Collection
Gradius I, II, III, IV, and Gaiden all in one collection! Can't beat that!

Mega Man Powered Up
One of my most fondest childhood memories and my favorite Mega Man game
ever. I started gaming with the SNES, but the original Mega Man was the
first game I fell in love with. I was way too young to play it but I
still remember my big bro playing it and I just loved it. This is one
of the best remakes ever made. A must have for any Mega Man fan!

Lumines II
One of the best puzzle games ever! Sure this game can be played almost everywhere now, but it belongs on a handheld, and the PSP is the best for it.

Monster Hunter Freedom Unite
I'm sure Monster Hunter Tri for the Wii is the best one yet, but the PSP is where all the craziness began! At first, I didn't understand why Japan went insane for this game. But after getting it, I understand why. It really is a great game and it looks amazing! Definitely a must-have!

Wild ARMs XF
It didn't get good reviews, but I still enjoy this SRPG on the Wild ARMs universe. The characters and artwork is vibrant and awesome. Not as good as Jeanne D`Arc, but not bad as well.

Dissidia Final Fantasy
I just got this and I'm loving it! At first, I thought the combat and fighting system looked shallow and boring, sort of like Powerstone with FF characters. But it's much more than button smashing. To my surprise, the combat is very deep and requires a lot of strategy. Also, every character is customizable like crazy with so much content to it. It's great for FF fans, but not only that, it's just a great PSP game, period!

Final Fantasy Tactics War of the Lions
The definitive Final Fantasy Tactics game! It's just the port of the PS1 classic and then some, but it's still just as addicting. And the new CG's are breathtaking!

Tekken Dark Resurrection
Before this game went all HD on the PS3, this was quite a showcase for the PSP. It's still the best fighting game ever produced on a handheld.

SoulCalibur Broken Destiny
Almost as good as Tekken DR. I say "almost" because there were some disappointing features that was mysteriously left out, like arcade mode for example. Regardless, it's still the 2nd best handheld fighting game ever made! Although Tekken DR still has the crown IMO, SC Broken Destiny blows Tekken away when it comes to graphics and visuals. Very amazing! And Kratos is playable!

Prinny: Can I really be the Hero?
One of my favorite action/platformers ever! This game is hilarious and awesome! But it's damn hard, but not to the point of being cheap. When you die in this game, it's because of you, not the game's difficulty. The art style is amazing, the graphics are beautifully rendered, and the game is just plain fun. Every time I play this, I realize how much I love my PSP! I'm so glad NIS made this.

Disgaea Afternoon of Darkness
The best version of the PS2 classic. It sounds great, looks great, and plays great. Looking forward to Disgaea 2!

Resistance Retribution
I'm sure the PS3 Resistance games are better, but Retribution is an amazing game in its own right! It's, perhaps, my favorite PSP game not because it's fun and looks amazing, but because it's a game that defines what the PSP is all about. It's great!

Other honorable mentions:
Metal Gear Solid Portable Ops
Castlevania Dracula Chronicles X
Ultimate Ghosts and Goblins
Street Fighter Alpha 3 Max
God of War Chains of Olympus
Hot Shots Golf Open Tee 2
Wipeout Pulse
Ridge Racer PSP
Syphon Filter Logan's Shadow
Syphon Filter Dark Mirror
Crimson Gem Saga
Patapon 1 & 2
Loco Roco 1 & 2
Killzone Liberation
...and more...
...and more to come...
Little Big Planet Portable

MotorStorm Arctic Edge

Metal Gear Solid Peacewalker

Kingdom Hearts Birth By Sleep

Valkyria Chronicles 2
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
Disgaea 2 Dark Hero Days

Jak and Daxter The Lost Frontier
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Parasite Eve The 3rd Birthday
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
Recently Spotted:
travo (14s)
Wat? No pics? Bor-ing.
Best Game on PSP:
I'd be very tempted to get a PSP if Namco ever released Pac-Man Championship Edition on it. It would be worth it just to have a portable copy of that awesome game. Why they haven't released that game on PSP is beyond me.
EDIT: Darthhomer just informed me that Pac-Man C.E. is coming to the PSP later this fall. It'll be one of the downloadable PSP Minis games. Awesome news!
Link
For example, the PSN store in the US. Still no Suikoden 2, which bums me out.
Is Pangya Fantasy Golf offline? I couldn't comprehend not playing it with other people!
Did you just imply Powerstone was shallow and boring?
also: Street Fighter Alpha 3 Max >> Tekken Dark Resurrection which means that Tekken DR cannot be the best handheld fighting game.
also: pacman CE coming to PSP? awesome, best psp news i heard in a long time!
worthy additions IMO: crush, every extend extra, wipeout pure, daxter, ratchet and clank: size matters, darkstalkers: chronicles, exit
Yes. Pangya Golf is offline although there is ad hoc play I think. The PSP version is definitely made with the single player in mind, obviously. And the game's single player is quite deep and addicting, much better than Hot Shots Golf Open Tee 2. Tons of unlockables, quirky storyline, and a lot of characters. A lot of people who have this game rave how awesome the single player is. I just wish there were two or three more courses, but it's still good for what it is.
And I love Powerstone...just not alone!
To Bugsonglass:
I don't have Lumines but only have part 2. But it's the same thing so who cares!
About SF Alpha 3...I like it too, but...sorry to say but Tekken DR >>> SoulCalibur Broken Destiny>>>>Street Fighter Alpha 3 Max!
And Pac-Man CE coming for reals? I wonder if it's downloadable or will be on a UMD.