A lot of players buy the Sony PlayStation Portable and the Nintendo DS Lite as a secondary system to play in cars, buses and trains. But you could feasibly be content owning only a handheld (and no console system), as long as you're not into online gaming.
The PSP ($250) is for serious gamers who want high-end graphics and complex games. The major releases are usually handsome. Grand Theft Auto: Liberty City Stories (rated Mature) is the best of the best. It plays and looks like a great PlayStation 2 game.
There are PSP limitations. Tom Clancy's Rainbow Six Vegas (rated Teen) is a superior title for the Xbox 360 and PlayStation 3, but on the PSP there aren't enough buttons (or joysticks) to make it as smooth of an experience.
The DS Lite ($120) is a better choice for kids of worried parents and people who like puzzle games. The DS's visuals aren't very detailed, so violent games aren't very bloody. What's more, if you want the Nintendo Wii for its interactivity, you may want to look into the DS, which has a touch screen. Depending on the game, you use the pen-like stylus to direct action, fill in puzzles or engage in drawing games.
DS classics include Brain Age: Train Your Brain in Minutes a Day (Rated Everyone); Viewtiful Joe: Double Trouble (Rated Teen) and Tony Hawk's American Sk8land (Rated Everyone).