Aren't a lot of those systems region locked?
There's only a few games I can think of that got physical releases over here but not in the USA. WipEout Pulse (PS2) & WipEout HD Fury (PS3) spring to mind; alongside Breath of Fire 3 (PSP) + Ratchet & Clank: Quest for Booty (PS3). But whether you'd want to buy any of those physically when you can just download them.
As for personal recommendations, there's only two I have. The first is Terracon (PS1); an incredible third person shooter/platformer that I found really enjoyable when I was younger then again when I revisited it recently. Apparently it only released in Europe:
The second is Gregory Horror Show for PS2. A completely fucked up but amazing game. You have to collect souls from guests in a hotel while avoiding the wrath of older guests who you've stolen the souls of. It's creepy as hell but insanely amusing:
P.S. This list might help with PS1 games:
http://www.playstationcollecting.com/forum/messageview.cfm?catid=73&threadid=86128
