It might depend on the games you prefer but I can just recommend the Nintendo DS. It has a wide variety of games from Mario Kart over Final Fantasy up to very special things like those Dr. Kawashima Brain Training (which is excellent). That's also what makes the DS so special: The touchscreen - this really makes some fun gaming ideas possible...

On the PSP you have better graphics but the battery only suffices for about 4-6 hours of gaming and that's not very much in my opinion. So - as the DS offers better gaming, longer runtime and also should be cheaper that's the way to go if you ask me...

Enjoy your meal
Toast