Lot of good PSP titles.
Here are a few besides Castlevania-->
Classic-style Games:
Megaman: Maverick Hunter X (Remixed and updated Mega Man X)
Megaman: Powered Up (Remixed and updated Mega Man 1)
Ultimate Ghosts N Goblins (New game in Castlevania's sister series)
Capcom Classics Collection Reloaded (Good mix of classic Capcom titles)
Bomberman (New Bomberman game with updated visuals in the style of classic Bomberman)
Fighting Games:
Street Fighter Alpha 3 MAX (Remixed and updated Street Fighter Alpha 3)
Darkstalkers Chronicle: The Chaos Tower (Remixed and updated collection of Darkstalkers titles).
Guilty Gear Judgment (It's a quality Guilty Gear title...not sure if it's new or ported)
Power Stone Collection (Collection of Power Stone games)
Stealth Action Games:
Metal Gear Solid: Portable Ops (The first portable 3D MGS that's better than people say, rivaling Peace Walker).
Metal Gear Solid: Portable Ops + (An expansion version without the original story of the first game).
Metal Gear Solid: Peace Walker (New MGS game mixing concepts of Portable Ops and Snake Eater).
Syphon Filter: Dark Mirror (A more "action-shooter" game in the vein of MGS).
Syphon Filter: Logan's Shadow (Sequel to the above).
Strategy/Hybrid Games:
Metal Gear Acid (A very unique game, one of the more novel experiences on the system, that mixes tons of genres like Card Battler, Strategy, RPG, and Stealth Action. One of the best game concepts in the last decade, I think).
Meta Gear Acid 2 (Sequel to the above that refines most of the gameplay and changes up the visual look. Also plays with the idea of 3D with included glasses).