Yea pretty much any game listed here I would recomend myself, all the PSP games mentioned are quite good and I nearly shat my pants when I heard they were remaking Tactics Ogre.
I am glad people remember Knight Of Lodis, loved that game. Another good tactics game that was on the GBA was Zone of the Enders: The Fist of Mars, shit on of reading, but the combat is great.
Also, seeing as it looks like you are leaning towards the PSP, upon all the PSP game suggestions here I would like to add SOCOM: Tactical Strike to the list. It's a real time tactics game in a similar vein of Dawn of War 2 and Full Spectrum Warrior. Just look up gameplay footage, the game is AWESOME and if you really get into it (especially on hard), it's a really deep and challenging game. Now don't go expecting some epic story or anything, it's just a way of moving the action forward, but the gameplay is top notch.
It can get preyy intense, but being stealthy and quick really pays off. Here's just a snippet of gameplay:
God I love this game, even the escort mission.
Oh Oh!! and Warhammer 40k: Squad Command is a pretty good game too and it's on both the DS and PSP. Fully destructible levels, squad customization, and nifty challenge, the only big flaw the game had for me is you only play as the imperium of man and can't play as chaos marines or any of that except in vs mode I think. Still pretty awesome game.