Hmm.. depends on what kind of games you like.
Monster Hunter Portable 2G itself is at least 1000+ hours worth of gameplay if you a fan of the series or you enjoy that kind of game style (kill giant monsters, collect ingredients from their remains, forge nice weapons/armors out of them; and this game takes serious skills).
Jenna D' Arc was also a very very awesome turn based strategy game. Awesome storyline and gameplay.
God of War: Chains of Olympus, GTA - Vice City Story, Metal Gear Solid Portable, FF7 Crisis Core are also very good. (You wouldn't need more details on what game are those, lol)
Patapon was also very fun if you are good with beats or you just simply like cutish graphics (but not the loli/pedophile kind, it's actual cute) provided that you are a very patient person too. lol
Ohoh. also Musou Oochi, Gundam Battle Royal, G-Generation Portable, (provided that you like the series of the above 3 games) Guilty Gear Judgement, and much much more.......
There are still nice games series coming out soon such as Phantasy Star, Kingdom Heart (I heard), Star Wars: The Force Unleashed,
Final Fantasy Dissidia and much much more
. It's impossible to list all the good games psp has, so... you should just try to find yourself, lol. But first get a psp now. xP.
So yeah.. most games are pretty good on psp maybe except for many of the remakes. The real problem with most games really though is the shortness of their storyline (for example Patapon, Jenna D' Arc, God of War), but other than that they are really great games. And yes, psp >>>>>> DS by so much, lol.
Btw.. someone mentioned Devil May Cry, does PSP has Devil May Cry ? Or is it coming soon? o_o