my options included N-gage, Gameboy, PSP, DS, in the end i settled for Gameboy, the reasons are:1) Rs. 200/game. 2)really easy to carry in pants front pocket. 3)
Cheap 
and for PSPs Rs. 2000/game is too much, what will you do if you dont like that 2000 rupee game, they dont exchange PSP games here, on the other hand they exchange those 200 rupee gameboy cartridge instantly 
100s of games for gameboy, and for PSP very few titles, offcourse PSP is better, but GBA suited me, so i bought it and i am loving it 