There are other threads about this but hey WTH I'll reminisce about PSP games I enjoy...
Assassin's Creed 1
Tekken DR/6
GTA LCS/VCS/CW
God of War: Chains of Olympus
Mortal Kombat Unchained
Power Stone Collection
Hot Shots Golf 1/2
Worms Open Warfare 1/2
Loco Roco 1/2/MC
Burnout Legends/Dominator
State Shift
Pursuit Force 1/Extreme Justice
Castlevania: Dracula X Chronicles
Metal Gear Solid Portable Ops/Plus
Dynasty Warriors 1/2
Warriors Orochi
Final Fantasy 7 Crisis Core
Monster Hunter Freedom 1/2
Undead Knights
Transformers 1/2
Zero Cho Aniki
These are just a few of the good games (IMO). There are way too many to list depending on your taste in games but there isn't a lack of good games for PSP so search places like IGN or GameSpot to see what suits you.