Actions: Killzone Liberation, Metal Gear Solid Peace Walker, SOCOM Fireteam Bravo 3, GTA Vice City Stories
Others: LocoRoco 2, Lunar Silverstar Harony, Tekken 6, K-On Hokago Live (I'm planning to get one)
Gran Turismo Fan | Love Live Fan | PC Technician
God of War: Chains of Olympus. Simple hack and slash, short 6 hour adventure with the best cutscenes and gaming environments.
Tekken 5 (not 6) despite the cheesy and dissapointing character movies.
Metal Gear Solid: Peace Walker.
SOCOM Tactical Strike. It's unfortunately not very popular, but it's like MGSW (heavy stealth element), and you control a team of 4, and can choose different marines from the elite armies from around the world e.g. USA, Spain, Australia, South Korea, Italy...
Persona 3 [Portable] & Secret Agent Clank
Legend of Heroes: Trails in the Sky is a close second.
i've yet to finish Growlanser: Wayfarer of Time of Lunar; heck i've yet to finish most of my PSP catalogue.