some of my favorite are Worms OW 2, Star wars BF2, God of War COO, all of the Locorocos, resistance retribution, and others that i seem to forget right when i want to remember them.

 

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.

 

Games I liked:

Dissidia
MotorStorm Arctic Edge
Tekken 5 and 6
DJ Max series
FF Tactics
GTA Vice
Kenka Bancho Badass Rumble
Worms 2
Patapon 1 and 2
Gundam Rengou vs Zaft
Gundam VS Gundam
Power Stone Collection
Monster Hunter Freedom Unite
Burnout Legends
Pangya Fantasy Golf
God Of War
Super Collapse 3
Killzone Liberation
Yu Gi Oh Tag Force 4

 

You might want to check out this list:
http://gbatemp.net/index.php?showtopic=155022

It contains a list of PSP games voted on by the GBATemp users.

 

The Monster Hunter games - Although they're a bitch to play. The controls take some getting used to, imo.
Tekken 5: DR
Resistance
GTA Liberty City/Vice City Stories
MGS: Portable Ops - Yet another game that's a bitch to play, but if you an MGS fan, you might like it.
Silent Hill: Origins