Mello wrote...
For Vita... well, you can start with Dragon's Crown, Persona 4 Golden and Disgaea 3: Absence of Detention. If you like beat'em-up, RPG and strategy games, they're all anime-based, and they're a lot of fun. Those are my personal recommendations.
PSP has such a wide variety of games, I don't even know where to start. Persona 3 Portable? Valkyrie Profile: Lenneth? Final Fantasy VII: Crisis Core? Tactics Ogre? God Eater? Monster Hunter? Seriously, the PSP library is hugimongous...
Don't forget Soul Sacrifice... And the upcoming JRPGs toukiden and Conception 2 also Danganronpa remix!
Edit to the OP: you can only buy PSP games in the PSN store. Doesn't have the small disk capability thing..