Lumines
LocoRoco
Patapon
Star Ocean: First Departure
Star Ocean: Second Evolution

Patapon is deceptively good, play it and you'll be surprised. Patapon 2 is even better.

All you need is Kenka Bancho.

1. sega genesis/sega cd emulator
2. Snes emulator
3. NES emulator

Loco Roco 2
CC: FF VII
30 Half-Minute Hero
MGS: PO

Megaman Powered Up
Megaman Mavericik Hunter X
Tekken 6
Grand Theft Auto: Chinatown Wars
Metal Gear Solid: Portable Ops

Megaman Powered up is the 1st, and only game of it's kind to allow stage creation/online sharing-rating... Maverick Hunter X can be downloaded from PSN if you do not want the UMD, or can't find it... I saw a review of GTA:CTW on Classic Game Room HD's youtube page.... That game looked so fun....
_____

PSone classics are always good if you have the space on your memory stick.

syphon filter logans shadow/ dark mirror

metal gear acid 1 and 2

star ocean 1 and 2

both GTA's and God of war!!!!111

I have to admit i did somewhat roflcopter when i saw that

Pangya Golf - fuckload of stuff to unlock, courses, characters, singleplayer campaigns, game modes. screw Hot Shots Golf this game is sooo much better,
Burnout Legends,
Kenka Bancho,
any DJ Max Portable game(i would recommend Clazziquai Edition or the first game in the series),
GTA Chinatown Wars(fuck Vice City and Liberty City Stories those are shit compared to 2d GTA game),
Disgaea,
The Warriors,
Wild Arms XF,
Ridge Racer 2,
Test Drive Unlimited - the best sandbox game on psp and awesome arcade racing title that will give you a lot of fun,

do not buy God of War it's a waste of money if it's not for like 5-10$.