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since you didnt say what genre you prefer i will just list some of my faves:
the world ends with you (unique action rpg set in present day where you fight graffiti style monsters)
project rub...

you might enjoy bastion, complexitics. its available on the xbox live arcade.

as far as i know the killzone on psp is a top down shooter, ive never played it so no idea if it has fps elements as well.

and to miss piggy: try muscle march its one of my faves on the wii.

does a minigolf game for psp exist? i would love to play some minigolf on my beloved psp.

tekken series, final fantasy series, soul blade, tales of destiny, bushido blade, legend of legaia, silent bomber.....

didnt notice, well if that poster still wants to play a fps he can read my suggestion lol.

i despise most fps but i loved every minute of red steel 2, its controlls are very comfortable and accurate since you have to use motion plus but it also has a nice art direction and good lenght.