I own a PSP and just find it to be the coolest device. Needs more games (but this will happen – publisher support for the platform is very strong), you need to get a big MemoryStick (1Gb will cost about $130) but if you do then burn videos and MP3s etc. It’s a really great cool way to show video demos of your products at tradeshows – just whip out the PSP and play the video! … and the screen just kills everything else.
I also love the DS, but PSP wins for flexibility – all others are also rans commercially so doubt you’ll see strong title line-ups.