With the DSi/XL there are a ton of 2d action games (Contra 4, Metal Slug 7, Mega Man ZX, etc...), plus Retro Game Challenge, and Space Invaders Extreme for the retro side of things. SEGA's got the Sonic Rush series, Sonic Chronicles, The Rub Rabbit's series, Sands of Destruction, and Phantasy Star 0 as games that jump to mind immediately.
I just picked up the PSPGo last year. Mainly on the strenght of Valkyria Chronicles 2 alone. Crush and Sonic Rivals/Sonic Rivals 2 are solid SEGA games for the platform. I tend to use it a lot as a multimedia device, but for other good games that might interest you, there's:
Prinny: Can I Really Be The Hero? - Very solid 2D action platformer, with tons of humour.
2.5D remakes of titles like Mega Man X, Mega Man, and Castlevania: Rondo Of Blood (which includes the original versions of Rondo+Symphony of the Night)
MGS: Peace Walker comes out this year too.