Well if you like dark fantasy, I'd definitely recommend Soul Sacrifice. Besides, it's visually the best Vita game out there right now as well, so it'll really show off your new system.
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okay, so i've had mine since the launch of assasins creed, but i do have like 40 something games for it haha okay then so heres what i'm recommending,
-psn wise, there are a bunch of good ones , retro city ramage is good fun, rocketbirds, sound shapes, mutant blobs, attack(i cant recommend that one enough its just good fun haha lots of humor and good gameplay too), dragon fantasy isn't bad haha, definitley get strangers wrath too,
-retail games wise metal gear hd is brilliant, unit 13 is good for a third person shooter with great gameplay and missions that range from 5-30 minutes good for on the go gaming, althouh no real story, rayman origins is a great platformer if thats what your into its got great level design and can be good for quick games as well. sly cooper is amazing get that haha, mortal kombat is fun for a fighter im not really into fighters but the story is good, although not so much graphically, little big planet, great community levels, assassins creed liberation, honestly i still havent beaten it lol but it is fun i just started getting so many games i never finished it haha. nfs most wanted is a must if you like racing games.gravity rush great really unique game, wipeout fantastic graphics and good arcade style game,ninja gaiden sigma plus i never really played the original so i really liked it.playstation all stars, fun game with great multplayer oh and an easy platnum,disgea 3 if your into srpgs this is for you,uncharted great story,soul sacrifice also cant recommend this enough fantastic multiplayer with an amazing heartwrenching story.
-for psp games
the only one i really got into out of the 9 psp games i have is metal gear solid peace walker has a great art style and has really fun gameplay with rpg elemnts, i cant put this game down lol its getting in the way of my other games haha
-ps1 games, metal gear solid, wild arms, breath of fire 4 and final fantasy 9, all great games lol
-free psn games for vita ,tom blitz, ,jetpack joyride, and frobisher says, are all great time wasters
-and psmobile games, bullion blitz, aqua kitty, omg zombies, supercrate box,
okay, lol that was a long list, i underlined the names of the games so you can see them better and those arent all the games i have just the goood ones, oh and i also tried to put a short little description after each one, and you can always go to youtube to check out anything else i hope you enjoy your vita as much as me haha
-p.s congrats on the anneversary and the vita
edit, seeing as you like horror i didnt put this one up because i dont have it but i have played the demo and enjoyed it haha, silent hill book of memories is pretty good
ive had my vita for awhile and played quite a few games. i enjoyed the uncharted game(if your into the series), dungeon hunter alliance is a good game despite some bad reviews. itts a cheaper version of diablo basically and can give allot of enjoyment if your into that. as someone said before, gravity rush is a fantastic game! nothing else like it and a must get. ninja gaiden sigma, ps all stars are good too. i just picked up persona 4 golden, and if your in any way into jrpg's, get this game!!! starts off slightly slow, but is the best game i have played on the vita yet.