Nintendo DS or PSP
because DS is innovative, and probably the first console that truly captivates the feel of a first-person-shooter. Metroid Prime Hunters--among many others--is proof of the NDS' ability to accommodate a broader range of games.
PSP - it isn't even a PS2, which is one of the most incorrect popular opinions out there. The console lacks the fluid controls; it lacks the true raw power - it's hardly a few notches better than the PSone, and even then, lacks the control range of the PSone.
Seriously. It's all about NDS in this case. PSP is good, but it's -not- a ps2; DS is innovative, and goes miles for a mere handheld console in terms of game controls.