Wow, nice PSP. What's that all white Saturn pad?
Sengoku Ace Episode III. Awsome game and sadly never got a console release.
R-Type Command is a srategy game, actually. You might be interested in the Gradius / Parodius / Salamander collections, though.
Has anyone tried the recently released Cho Aniki Zero yet?
I was browsing Play-Asia and just realized that the Ginga Ojousama Densetsu Collection comes with Sapphire, a super rare PCE shmup. I might pick it up just for that.
(The other games are a card battle game and...something else, not too sure...)