I can think of only two FPS'es, Call of Duty - BlackOps: Declassified and Resistance: Burning Skies, both of which are receiving mediocre reviews. If you're looking for a shooter with at least a bit of story and you're more into Sci-Fi, get Resistance. If you're more interested into something relatively "contemporary" and you're more into Multiplayer, pick BlackOps.
If by shooters you also mean TPP ones, there's Unit 13 which is quite alright and... I suppose you could classify Uncharted as a part-shooter, and that game's great.
If you're not interested in those, there's always NOVA which is a PSP Mini but works fine on the PSVita as far as I know.