I'm afraid I have to vote iPhone. OK, technically it's an iPod, but it's the same reason.
I've only ever had Nintendo handhelds, since the GBC (I'm young, cut me some slack), and I have a DSlite now, but I do my portable gaming on my ipod because it's already with me when I need to pass some time on a bus ride, or waiting for someone. My DS gets left at home, and the "portable" bit only comes into it when it gets moved from my wardrobe to my bed so I can play into the wee hours of the morning.