Well, DS is quiet neat, because the games load faster, brighter textures, is intended for pure fun, faster games.
PSP, longer loading, better graphics and resolution, and games tend to be more for role playing, that for lots of fun is the less time as possible, that would be DS.
It will depend always on pure personal tastes, I would go for PSP. For much love that I hold on retro consoles and games, PSP is ahead on technology, that is what is all about, evolution.