I had a PSP but rarely used it, ended up trading it in part exchange for a Wii, its nice that with it you can play GTA on the go, but its the controls, they literally kill your fingers, the analog stick will make your left thumb trob with pain after about 20 minutes, plus the lack of a 2nd analog stick is a bad sign too, heres one youtube game reviewer's talk about it which supports my opinion.
YouTube - Darkness and Rijno Discuss: The PSP
Now i've never owned or played a DS but i've rarely heard bad reviews about it, of the 2 i'd go for that