I went with the DS first, because of Nintendo's track record. This turned out to be a mistake. That first year was so barren. Eventually I traded it in for a PSP and it completely blew me away, there couldn't have been anything better for me at that point in my life. Rez was one of my favourite games ever, and Lumines was a revelation. Ridge Racer was my favourite racing series of all time, and the PSP version was glorious, I played it endlessly. Wipeout was fantastic, though a bit tough. Metal Gear Ac!d was the game that made me finally like Metal Gear, I was so into that game and its trippiness. Gradius Collection was a really cool disc that had a couple of games which I don't think had been seen in the West before that point.
Even Kingdom of Paradise was a decent time waster; the system was completely devoid of RPGs in the beginning. It really took about 3 years or so to hit its stride in that department when they were suddenly falling like rain. On that front, the only thing that I bought in that initial year that was really bad was the original Legend of Heroes. It was the most soulless JRPG I'd ever played, I couldn't bring myself to get through it despite it being my favourite genre at the time and there being absolutely nothing else.
Eventually, the low res, blurry screen and gimpy controls got to me and I moved on from the PSP, but that initial period was as good a time as I've had with any system. The Vita fixed every issue I had with the PSP's hardware, which has me still using constantly to this day. Too bad it wasn't able to gain traction and get the same type of dedicated library, it deserved it.