Hmm...
Fighting:
SNK vs Capcom: Match of the Millenium
The Last Blade (Japanese, $30 at <a href="http://www.toysnjoys.com" target="_blank">Toys n' Joys</a>)
If you liked those, get:
King of Fighters-R2
SNK Gals Fighters
Samurai Shodown II
Platform:
Sonic
Metal Slug 2
Puzzle:
Puzzle Link (Either the original black and white, or Color1 or Color2, whichever you find cheapest)
Puyo Pop
Puzzle Bobble Mini/Bust A Move Pocket
If you liked those:
Magical Drop pocket
Sport:
Pocket Tennis/Color
Neo Turf Masters
NeoGeo Cup 98 Plus Color
Dynamite Slugger
If you like Dynamite, you might want to pick up Baseball Stars Color; it supposedly isn't as good, though/
RPG:
CardFighters Clash: SNK OR Capcom
If you liked that:
Biomotor Unitron (Supposedly is kinda long)
Faselei! (though the english version is a rare find, there is a good FAQ up)
CardFighters 2 (JPN)
Variety:
Ganbare NeoPoke Kun (30[!] Minigames on that guy. They are a lot of fun, and it is fun to unlock them. Some consider this to be the "ultimate portable game".)
Reviews can be found at:
<a href="http://classicgaming.com/sngp" target="_blank">Sector:NGP</a>
Another good forum (I hang out here too):<a href="http://www.paleface.net/z/sngp" target="_blank">Sector:NGP handheld forum</a>