I really enjoyed the Armored Core game, the Metal Gear ACID series, and Metal Gear Solid : Portable Ops.
Medievil was good, Death Jr. was awesome, and both Grand Theft Autos lived fully up to their PS2 mother with the sick addition of motorcycles in Liberty City Stories. Really amped up the gameplay there!
Plus, if you've got a PS3 you can dl PSone games and put them on your PSP memory stick! I'm currently playing Wild Arms 1. Both the Worms games were pretty good, though I dislike the damned 3D backgrounds. That killed the games for me, honestly. (Sloooowdown)
Games I anticipate, and you might too: God of War : Chains of Olympus, Beats, Patapon, the upcoming Kingdom Hearts game, --that's all I can think of atm. I know there's a few more I'm looking forward to (though apparently not THAT much).