For the micromanaging spymaster... Metal Gear Solid: Portable Ops (read our review)
Metal Gear Solid: Portable Ops isn't just the best-looking, best-playing handheld spy drama we've ever seen. It's also the first game to really look at all of the PSP's features and say, "now, what could we do with that?" In addition to its fun, impressively deep single-player game, Portable Ops milks the PSP's wireless functionality for all it's worth, enabling players to get online and trade the game's collectible soldiers with friends or strangers.
More than that, the game offers some relentlessly addictive multiplayer modes, featuring team play or free-for-all matches for up to six players. These aren't just shootouts, either, and players can use the environment to their advantage, ferreting out hiding spots and setting traps to get the drop on their opponents. They'll also be able to use any of the characters, weapons or gadgets they've collected during the free-form single-player game, turning it into an arms race as well as a gripping espionage story. If the PSP gamers in your life play well with others, then this isn't one they'll get tired of anytime soon.
Second choice: Medal of Honor Heroes