Anyway, I'd have to say my fave game for the DS so far is Final Fantasy Tactic A2.
However, I'm going to have to disagree with your choice for the PSP. While War of the lions was a good Game, it was better in it's original form, without these FMV scenes. I felt they ruined the charming nature of the sprite gameplay, myself. But that's just my opinion.
My fave game for the PSP so far is Crisis Core, FFVII. It's combination of nostalgia, gameplay and fantastically created graphics and CG scenes make it miles ahead of the others.
It's almost on par with every other game in the main series, in my opinion. And it was adapted for portability in a lovely way. It's pretty much the only game that I played through pretty fast on the PSP. I've got a bunch of unfinished saves for Valkrie Profile, War of the Lions, Patapon, Crisis Core, and Jeanne D'arc. That could just be a testament to my lack of determination though.
I really wanted to get my hands on Jeanne D'arc, but could never find it anywhere...
And don't worry, in terms of War of the Lions, it get fiendishly difficult later on. I mean "almost break your PSP by throwing it across the room" difficult. Lol... It was the same on the PS1, but people seem to be expecting an easier curve in games nowadays. The main problem with WotL is the fact that once you move, you can't cancel your movement.
Which is one of the reasons I fell for FFT A2 on the DS. Just right in terms of difficulty (Fair enough, I got it on hard mode), and with a far more customisable system than WotL, or it's original form (Fair enough, it IS like ten years old.)
I've played through FFT a few times, so I knew what I was getting into. Basically I wanted to play it for the awesome translation and all the new junk in it. I didn't care for the first Tactics Advance, so I didn't have much interest for the second either.
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