Some of the ones I plan to get for my soon to be PSP are
LocoRoco
Patapon
Ratchet & Clank: Size Matters
Tekken 5: Dark Resurrection
and I hear the Flatout for the PSP is quite good as well, it got a 9 out of 10 somewhere.
Anyway, the ones I've listed have gotten very positive feedback and should be pretty good.