I've been playing a few odd Sega RPGs on my PSP, mainly Dungeons & Dragons: Warriors of the Eternal Sun. Pretty cool game overall. Nice to be able to play a D&D game on a handheld system, and it looks great on the PSP's screen (the PSP's screen seems to make every game look great.).
Warriors of the Eternal Sun is a party-based RPG, where you roll 4 characters and venture forth in a strange new world.
One really cool aspect of the game, is when you enter a dungeon, it turns into a first-person action-RPG. Interestingly enough, when in first-person mode, the combat is not turn-based but real-time, which makes for some hectic fights. When you are exploring the overland, the game uses turn-based tactical combat. It's interesting that both of these modes exist in the same game.
Still, the first-person mode is a lot of fun. Lots of hidden rooms with treasures to be found.
Leveling up is a must if you want to become strong enough to handle the challenges in this world. An unlucky die-roll could mean the difference between life or death depending on how strong your characters are.
I really like it, though. It's ancient by today's standards, but still fun to put some time into, and it's great that it can be played on a mobile device. If you're interested at all in retro RPGs, I would recommend it.