Lumines (http://www.gamespot.com/psp/puzzle/lumines/review.html), as far as I care, may as well be to the PSP what Tetris was to the Gameboy.
Get a lovely (though single-gamemode) PC version here: http://www.the-underdogs.org/game.php?id=5222 (http://www.the-underdogs.org/game.php?id=5222)
Oh -- controls aren't listed anywhere:
J: rotate left
K: rotate right
A: move left
D: move right
S: move down/drop
P: pause
The basic aim is to form 2x2 squares, but there are all manner of combos and things too.
Instead of BF2 yesterday, or something productive, I sat in front of this wee game for hours. I love falling-block puzzlers.