The irony is that I choose my PSPGo instead of a DSi XL "because" of the Mature tittles available...
Any of the Patapon games would do. I would suggest the 3rd as Sony is still releasing dlc for it, however, the 2nd one is cheaer by half.
Little Big Planet is another good one along w/ deep cart racing that is found in ModNation Racers. MLB the Show is great and so are thetitles from the Lego franchise.
There are also tons of puzzle games available such as Exit, PQ and Enchrome/Echoshift are safe bets.
Check out a Master List of available PSPGo downloadable games:
As a point to note, PSone classicsare also being re-released which would be suitable.