Here's my review of the DS and the PSP to give users more info.
The DS, is the most funiest handheld that is known to man that you can acually touch the screen to interact with the game, or movie. Nintendo has released many games that involves the touch based screen so you control the gameplay with the stylus mostly. Most of the games that Nintendo released are for everyone and can be played by someone younger. The Movie Player for the NDS is great. Listening music, watching movies, playing homebrewed games, and browsing the internet expecially on the new model, the NDS lite, gives a competition to the PSP.
The PSP, is a multi-media center, that you can take as a portable system. You can watch anything and do everything with it as N2P Games explained, but modding the system can cause a great damage to the system. It is also hard to keep the system clean because it's polished. One fingerprint can be seened. The games are great looking on the PSP, but aren't excited as the ones on the DS. The battery life is easily drained, and buying a memory stick for the PSP cost greatly and costs more than the hardware itself.
The DS and the PSP are great systems, making the two best handhelds currently in the market, but in my opinion the Nintendo DS wins my vote because not of the features and settings or anything that. It is because the games for the DS are very unique and some popular game series known as Mario Bros, is still continued in alot of Nintendo's best selling handelds and consoles.
As far as I know, a Mario game has been released in all handhelds and consoles Nintendo has ever created.