Just a hint but the PSP has some nice emulators for it that let you play other system games
So you can play the SNES and PCE-CD Y's games most are translated for the jap only ones, the PCE-CD had the best versions of the time
You can also play games like Story of Thor a Megadrive game (US version is called Beyond Oasis) The SNES has Zelda I'm sure there are others but I was more a Sega guy until emulation bloomed, I know there are others but I forget now (Not sure how well the N64 ones would play though, that might be pushing it a bit)
The PSP can handle most PSX games ok so games like Alundra should be good for you, not sure if the PSX had any of the Y's games I don't remember.
The GBA has a few Action RPG's in there that mostly will emulate nice on the PSP, including the Castlevania games that are more like the now famous Platform RPG Castlevania Symphony of the Night...
Actually the Castlevania Dracula X PSP game is very good (It's a normal platformer but not why I mentioned it), this also includes Symphony of the Night as an unlockable with extra's like being able to play as Maria (different to the Saturn version) and restoring the 2 previously jap only followers and finally new voice overs, though can't complain about the original ones to be honest but like the new ones equally, it also has the option to have jap voices with english subs or any mix of jap and eng. This I mentioned more because Symphony of the Night is an Action RPG (Admittedly the Action is in the form of a plat former but the effect is a great fun game and normally I tend not to like plat form games with only a few exceptions)