I guess I'll jump in here and ask about strategy/tactical games for the DS and PSP - I don't have either, but I'm starting to do a little research, and its very tempting to pick one up. I know DS has the Advance Wars (I believe thats the right name) that people rave about, but is there anything else like that for DS? And what about the PSP?
Field Commander is an Advanced Wars clone on the PSP. The only tactical kind of game I have on the DS is Luminous Arc (besides Advanced Wars, which I think is a bit over rated), which is good, but not great. Warhammer Squad Commander is a tactics style game that is coming out for both systems and looks great (especially on the PSP). PSP seems to be the better choice right now for that kind of game with the games KC mentioned. Although you can play the old GBA games on the DS, like Final Fantasy Tactics Advanced, Fire Emblem, and Ogre Tactics.
That said I prefer the DS to the PSP because I like the puzzle style games that come out for it and I like the controls of the DS much better. I have issues controlling action games on the PSP and my hands get sore quick.