The oldest GTA on PSP is one of the most entertaining games I've ever played...
The game follows Toni Capriani, and his quest to clean up the menaced streets of Liberty City. You can buy the usual guns and use the public transport as well as stealing cars to get yourself around the map.
Like all the other games in the series, you can do what you can do best: steal cars, mug a few pedestrians and block ups things with grenades and RPG's. Liberty City Stories is just 'plain fun' and is the perfect game for the everyday situation; if you're sitting down bored on a train or just wanting to have great fun.
If you want fun, buy this game!