I have a PSP and can't say I'm terribly impressed. Mostly just the game selection doesn't intereste me save a few Titles, all of which except Lumines have better coutnerparts on console. And since the battery life is short, I never really take my PSP anywhere, so playing a slightly watered-down GTA is only so much fun.
On the other hand, the game "Exit" looks like it could be a good game for the system.