Despite the rumours, the PSP isn't quite dead yet with quite a few big-sellers left on the release schedules plus a host of smaller niche games that true gamers will appreciate. Hopefully some of the big hitters from Japan will make their way west, so here we have the best stuff still to come for the PSP. I'll round-up the more niche games later on.
Black Rock Shooter
Grand Knights History
Madden 12 (Video of Madden 11 - but it won't look much different)
Monster Hunter Portable 3
NBA 2K12 (Again, footage from 2K11, but won't be greatly different)