This one relies on luck.  I honestly don't want to take my chances on ebay and create multiple delays as a result.  I know about returns and all, but it's not the only problem that comes with using this method.  I want to play it safe and get a new one (unlike the way I did with my 3DS.  Then again, I didn't get my 3DS on ebay).

Got my PS Vita now.  

I need to start Dead Nation on PSN. If you need a partner for that game im in.

I ordered two PS Vita games... mostly because one was $20 and the other was $15.

Those two games are Gravity Rush ($15) and Need for Speed: Most Wanted ($20).

If you have access to a PS3 through a friend or something, there are some PSN games only transferable through that to your Vita, if not then disregard these few.

Sega Genesis Collection
Capcom Classics Collection Reloaded
Jeanne D'Arc
Valkyria Chronicles 2

So starting with PSP games, here are my recommendations. 

Final Fantasy 4 Complete Collection.  The definitive version of Final Fantasy 4 and The After Years.  Includes the original soundtrack as well as a remastered version and all content that was included in FInal Fantasy 4 Advance.

http://www.youtube.com/watch?v=2Ur0aVeCkkI

Half Minute Hero.   Four different game modes, the best and most expansive one being an RPG.  Fight monsters to gain exp and gold, buy new weapons and armor, then defeat the boss to progress to the next stage.  The game is actually a really well thought out puzzle game designed to play like an RPG if you're going for speed runs and not using the Time Goddess.

http://www.youtube.com/watch?v=XaV16Zue6uQ

Castlevania The Dracula X Chronicles.  A remake of Castlevania Rondo of Blood.  Includes the original TG16CD game of Rondo of Blood, what would play if you were using the wrong system card, and Symphony of the Night.  This DXC version of Symphony includes new audio, a few new items, and a Maria mode where Maria actually played like Maria(unlike the Saturn version.)    The framerate and sound isn't bad unlike what you'd assume from the dropped frames on the video below.  This is my video and was using remote joy to display the game on the PC screen and recorded it with software that sucked, so yeah.  Atleast the gameplay video is really good.  I need to do a new video some time.

http://www.youtube.com/watch?v=oJIateKABtQ

Mega Man Maverick Hunter X.   A remake of Mega Man X.  It's the same game other than a little bit of enemy replacement, bosses have different weaknesses, and Vile is playable after completing the game with Mega Man.  Playing as Vile is pretty awesome, has a certain amount of points to equip different weapons at once prior to the stage.

http://www.youtube.com/watch?v=HJEoRaKlJrE

Prinny Can I Really Be The Hero.  Prinny in my opinion is the best side scrolling platformer to come out in a long time.  One thing I like about the game that's unique to just about every platformer is that you can choose most stages in any order you prefer and depending on the order, the difficulty of the stages increase with more enemies and enemy placement. 

http://www.youtube.com/watch?v=7pnm2j5DRPc

Wild ARMs XF.  Wild ARMs XF does have its faults, but even with those faults is still one of the best TRPGs ever made.  The class system in this game gives this a deeper amount of customization than any TRPG available and that's really what makes the game as good as it is to me.  With sixteen different classes(not counting the main character classes,) seven different passive skills each and four different skills with each classes originals, you can create some amazing class customizations.

http://www.youtube.com/watch?feature=player_detailpage&v=xVbfRezGF2o#t=66

Brave Story New Traveler.  http://www.youtube.com/watch?v=82swk_CWEjE
Crimson Gem Saga.  http://www.youtube.com/watch?v=TkumQnvggs4
Dissidia Duodecim.  http://www.youtube.com/watch?v=uFv3VwC_Qj8
Gurumin.  http://www.youtube.com/watch?v=qFrUWUevtFc
Prinny 2.  Regular mode.  http://www.youtube.com/watch?v=u-p5ydOzw4M  Asagi Wars.  http://www.youtube.com/watch?v=7pnm2j5DRPc 

There are a lot of PSX games worth getting.  I'm only listing Origins because it's the best version of the original Final Fantasy, but I'd recommend all the Final Fantasy games, though just be aware Final Fantasy 5 and 6 has long loading times on the PSX compared to the SNES versions.  Final Fantasy 4 has the same load times, but get Complete Collection instead.  Chrono Trigger also has slow loading times on the PSX so get the DS version if you want portable.

Arc the Lad 2. 
Arc the Lad.  Only because it's the story arc that leads to the second which is an amazing game.  One of my favorite PSX games. 
Final Fantasy Origins
Xenogears
Parasite Eve
Parasite Eve 2
Theads of Fate
Legend of Mana
Front Mission 3
Grandia
Suikoden
Blood Omen Legacy of Kain
Breath of Fire 4
Romance of the Three Kingdoms 4
Wild ARMs
Wild ARMs 2

Vita games.

Uncharted Golden Abyss.  http://www.youtube.com/watch?v=YHDezyb6vhk
Unit 13.  http://www.youtube.com/watch?v=v3eBaMxRyuY
LittleBig Planet.  http://www.youtube.com/watch?v=qAcK3FEatY0
Gravity Rush.  http://www.youtube.com/watch?v=5Q-p-41_V4Y
Wipeout 2048.  Get Wipeout HD/Fury DLC for all the PS3 games content on the Vita.  http://www.youtube.com/watch?v=1W2heK8HHzM
Ninja Gaiden Sigma 2.  http://www.youtube.com/watch?v=sDKTRQsNl8I
Dragon's Crown.  http://www.youtube.com/watch?v=MVmq2dNzOG4
Persona 4.  http://www.youtube.com/watch?v=lnwXbSYcywg