I have both.
And I wouldn't be able to decide between the two.
Both have very different games, for very different moods.
I love my PSP & my DS.
You just have to decide based on what games you like most - if a game lets you down - don't blame the system, like everyone seems to do.
My PSP mainly gets used for Football Manager & PSO/FF/Monster Hunter.
Monster Hunter 2 Freedom is a fantastic game if you like that sort of game - However it's a bit of a grind playing Single Player.