God Of War is a good one if you are into a bit of gore. Then there is a good collection of Final Fantasys for it (just avoid number 2) and Final Fantasy crisis Core is out very soon too. I am a huge Street Fighter fan and i am yet to purchase Street fighter alpha so i cannot comment but if you are also a street fighter fan and love a bit of retro, that one will be for you
the best fighting game for the psp at the moment though is Tekken Dark Resurrection - there is so much to do on it and lots of things to unlock it can be very addictive to try and unlock everything and doing storymode with each character is fun because you get to find out about their backgrounds and stuff. Last but definatly not least, are the GTA games out for it...they are a brilliant past time and a must buy! I have recently stolen my boyfriends copy for myself haha.
Hope this helps x