My most favorite PSP franchises/games haven't even been mentioned yet in this thread:
Jeanne d'Arc, Ys Seven, LocoRoco, Patapon, Lumines, Half-Minute Hero.
My next purchases: Valkyria Chronicles 2, Ys: The Oath in Felghana, Tactics Ogre: Let Us Cling Together.
The PSP may not be my most favourite system this gen, but like all gaming systems it has excellent and unique games.