If you like Wii Fit, and can't live without Mario and Zelda, you'll have to buy a Wii.
Otherwise, buy a PSP Go, and buy a TV cable for it. Then buy a PS3 controller.
Now you've got a great portable gaming system, that doubles as a home console. And frankly, the PSP has a better games selection than the Wii, in my book.. a lot better. The downloadable store is slated to increase tremendously in size, as well (currently I'm counting about 260 games for the PSP Go on the PSN store, but at TGS Sony said there would be... 400 by November? 700 the month after? I forget the dates).
The PSP-3000 doesn't have bluetooth support, so you have to hold it, and use *it* as the controller, if you play it on the big screen. It's not super comfortable for games, take my word for it. Its the difference between using a wired controller, and using a wireless one. It does have a slightly larger screen than the Go, and support for UMDs, however.