Lynx
Game Gear
Game.com (Yeah, it sucked, but I thought I'd throw it in anyways for fun)
Neo-Geo Pocket Color
N-Gage
Gizmondo
DS
PSP
I was inspired by this thread. List only ONE game for each system, and feel free to explain why the game is your favorite if you'd like. You can skip any of the systems you haven't played anything on.
Here's my answers (skipping the Lynx, Game.com, and Gizmondo as I haven't played them):
Game Gear: Sonic Chaos
NGPC: Metal Slug 2nd Mission
DS: New Super Mario Bros.
PSP: GTA: Vice City Stories