Finally got myself a PSP, now would like a good list of games to get.

[DragonLord]

Jeanne d'Arc is my favorite handheld game I've ever played.  It's a SRPG.

 Brave Story: New Traveler is pretty good too.

I also enjoyed Dragoneer's Aria, although many others I know didn't.

 For a Diablo/Baldur's Gate style game, Dungeon Siege: Throne of Agony is fun.