Handheld game consoles are something I have been enamored with since the original Game Boy and Atari Lynx. I used to rush back to the electronic toy aisle of Richmond Gordman (if anyone remembers that store from the 80s) and beg my parent's to get me a Lynx. I never did own a Lynx but have had many other handhelds since then and I love the pick up and play nature of handhelds. Retro gaming or emulator handhelds have become pretty popular over the last few years and I have picked up a couple of them and I have a few PSPs as wells. I'm mainly going to talk about the PSP and the Odroid Go Advance here. I do have an Odroid Go (the original one) but it is less capable as far as playing games goes but is easily worth owning for a number of reasons that I go into in it's own post. So which do I prefer for playing games on? Well, it is actually a very close call but when it comes down to it I think I prefer the PSP but they are both worth having and the OGA has some very redeeming qualities that make it very cool and have a lot of potential. I will get into some of the things about each that make them nice below.
I had a PSP when they were first released in 2005 but sold it a few years later when I didn't have much time for gaming. Over the PSP's lifetime it amassed a large and high quality catalog of games many of which were very impressive for a handheld at the time. It was also "hacked" early on in its life allowing the running of homebrew applications and game backups from the memory stick. The ability to run hombrew, specificially emulators, is what makes the PSP really interesting even now.
PSP highlights:
The Advance took the Odroid Go and stepped it up a few notches by changing the form factor to the horizontal layout like the PSP or Game Boy Advance and the internals are now using a full linux running chipset. This adds complexity but also a LOT more flexibility and possibilities which is what makes it compelling when compared to the PSP.
OGA highlights:
My conclusion won't really mean anything to anyone else so its more informational about my feelings on the two.
It is hard for me to even say one is better than the other because they both have their strong points. They are just different. The PSP has a nostalgia factor for many people at this point and can still really pack a TON of gaming punch for the price. This is really impressive for how old it is. PSP expectedly :) plays PSP games very well and thanks to official support plays PS1 games very well too. It has emulators for nearly every older game console and handheld. It even has a Nintendo 64 emulator that can play a few of the more popular games pretty well. It has a lot of homebrew games written for it and other applications like mp3 player plugins, file managers etc. PSP is a great gaming handheld that is still tons of fun 15 years later.
The Odroid Go Advance can run nearly the same the systems as the PSP with some differences. It cannot play the whole PSP library well. Some of the best PSP games with the best graphics will not run well enough on the OGA. If the PSP library is a big part of what you want to play then that is a reason to favor the PSP if you're choosing between the two. There are also things the OGA can do that the PSP cannot like run a multitude of retro gaming interfaces and OS images. It also opens up tons of possibilites because of running linux underneath and having a USB port for pluggin in a keyboard. One big benefit of the OGA for me is that I can run retroach and play all the TIC-80 fantasy console games that get released.
My meaningless recommendation is if you're able, get both! If you only get one then decide how much the PSP library and the flexibility of running linux means to you and let that help you decide.