I have both a DS Lite and a PSP and both are pretty nice. Each have their own games that I want to play, though the DS actually has sated me more with decent RPGs than the PSP has so far. I find it fun to go to Circuit City over here to find cheap games for both (cause they tend to not sell out of the better games).
I think you made a good choice with the PSP, though I wouldn't sell the DS short. It has quite a few decent games not from Nintendo, but the future looks bright for both. Obviously I am late with you already making the purchase and all. Just thought I'd throw in my 2 cents.