If you're looking into puzzle games, check out Crush for PSP, as well as the upcoming EchoChrome.
But again, comes down to preferences. PSP is definitely leagues ahead in multimedia capabilities, but doesn't offer the same pick-up-and-play that the DS offers.
I don't really think the DS has an advantage in games, as the PSP's library looks better by the day, but they're definitely two different spectrum's as far as gameplay is concerned.







