PSN has a few good games out now, but nothing console buying worthy. Calling All Cars is the best by far. flOw is a great "chill out" game. Also, they have 12-14 PS1 titles available for downloading for about 5 bucks. If you have a PSP, you can download these games to your PSP and play on the road. Most recently added was Castlevania: Symphony of the Night.
Nucleus is a fun game, but it gets a bit stale (I just played the demo). Super Rubba Dub is a hella cute game of rubber duckies, that if you have a girlfriend or are a girl, you'll find adorable (This is why I had to buy it). Mortal Kombat 2, the best in the series in my opinion, is a BLAST online. Combat is fast paced, and there is zero lag for me. They have many puzzle games, but the best one is Blast Factor. You are in a small cell and you have to shoot bacteria. The gun is controlled by the right stick. Keep in mind that ALL PSN games are at most $9.99. The lowest is about $2.99. Really, for that price, you can't lose with these games.
Finally, the bigger games are coming out quite soon. The games I mean are Pain (You throw a person around and cause mayhem), High Velocity Bowling (Bowling with the SixAxis), Socom, EchoChrome, and Warhawk. All of these are must buys for me. Warhawk, I'll get in the store because it comes with a bluetooth mic.