Theonly PSP games I want are the Sonic Rivals games and Final Fantasy VII: Crisis Core. These are the times I'm tempted to wait for emulation to pick up for current gen systems. heh. That said, I might get a PSP when it'a much cheaper. On the DS...well, you have Mario & Luigi, Metroid, Yoshi's Island 2, WarioWare, Zelda, Sonic Chronicles/Sonic Rush/Rush Adventure...
Plus, much more. If you're into classic-style gaming or quirky games the DS is much better. And if you like Mario, that's likely your thing. The PSP is great for non-gaming purposes and original spinoffs of console games(like Metal Gear, Sonic, Ratch & Clank, Grand theft auto, God of War etc).