Get the iPod touch because as Yhatzee put it "no one wanted to buy Full metal jacket, just to watch it in Teeny Weeny eye-strain-o Vision"
or a DSi they're pretty cool now.
but a PSP does let you play games.
i say get a Car battery, a large backpack, someone with in depth knowledge of Electronics (an electrician), a LCD off a old laptop and a 360 or ps2/3 and wire it up.
on second thought's get the touch. there are lot's off app's out now including games.