I've tried both, neither the PSP or DS play a good FPS. All my local chums love SOCOM on thier PSPs, but nothing about it feels "right"
about it. To be honest, I preferred Metroid Prime: Hunters on DS, but if i played that for more than 15 min. my hands would hurt.
The problem is PSP needs that little analog stick thingy on the other side w/ the X button. The would do well with that too. I'm probably just bitching, and if you can prove me wrong do tell I'd love to frag something on roadtrips.