PSP has everything a Sony fan would want:
Metal Gear? 2 Metal Gear Acid games and MGS Portable Ops, Portable Ops PLUS and PEACE WALKER, the most ambitious MGS game ever
God of War? Chains of Olympus and Ghost of Sparta
Final Fantasy? Crisis Core and remakes of 1,2,3 and 4
Crash Bandicoot? 3 games, including Tag Team Racing
Kingdom Hearts? Arguably the best KH game ever or at least since the first
The Sims? 3 games, including Castaway ,Pets and The Sims 2 which is the best ever made
Jak and Daxter? Daxter and Jak & Daxter The Lost Frontier
Ratchet and Clank? Ratchet & Clank size matters and Secret Agent Clank
Grand Theft Auto? Liberty City Stories, Vice City Stories and Chinatown Wars, VCS being as insane as San Andreas but set in Vice City
Resistance? Retribution, which is considered as good as the console counterpart
Syphon Filter? Logan's Shadow and Dark Mirror
Monster Hunter? 4 games including Freedom Unite and 3rd
Little Big Planet? Damn straight.
Uncharted? No but 2x Tomb Raider games and 1 Indiana Jones game
Other shooters? 3 Star Wars Battlefront games, Call of Duty Roads to Victory, 2 Medal of Honor games, 4 SOCOM games, 2 Coded Arms games and if you like your hunting, 4x Cabela’s games and more!
Fighting games? 2 Tekken games, Soul Calibur, Marvel Nemesis, Def Jam and Mortal Kombat, 2 Dissidia games, 2 Blazblue games, Street Fighter, 4 Naruto games and 3 Dragon Ball Z games and many more
More RPG’s?3 Persona games, 4 Disgaea games, 3 YS games, Breath of Fire II, Brave Story, God Eater, 2 Phantasy Star, Jeanne De Arc, 2 Star Ocean, Lunar Silver Star Harmony, 2 Marvel Ultimate Alliance and many more than I can name
Strategy? Valkyria Chronicles 2, Field Commander, Warhammer 40K, Socom Tactics, Sid Meier's Pirates, D&D Tactics, Final Fantasy Tactics, Tom Clancy's Endwar, Mytran Wars, Tactics Ogre and more!
Racing games? 2 Burnout games, 2 Wipeout games, 1 Gran Turismo game, Motorstorm, Test Drive Unlimited, Outrun, 2 ridge racer games, 2 midnight club games and a load of need for speed games and tons of others
Other great action games: 2x Pursuit Force, Chili Con Carnage, The Warriors, Kenka Bancho Badass Rumble, etc