On the weekend I bought a new game for my PSP - Dungeons & Dragons Tactics. Basically its the table top game on PSP with automatic random number generators replacing dice.
If you're not a D&D player I would not recommend it, but for D&D enthusiasts I highly recommend it. It is not a game in the tradition of Baldurs Gate or Neverwinter Nights, but instead is a tactical D&D game replicating miniature table top play and a bit of role playing in between.
Its been great fun this week on the train, check it out at the Atari site here.