Gurumin is one of the best games for PSP & it's made by Falcom! Also, Daxter is really good, especially if you're into the Jak & Daxter series. The Legend of Heroes games are great, though the translations suck. Castlvania Dracula X Chronicles will be great, but doesn't come out for a couple months. Me & My Katamari is good, LocoRoco is awesome! I might suggest you hold off on getting MGS Portable Ops, as they just announced an updated version with more levels, etc., coming out in Japan, so, that will probably come out here. I wish they'd hurry up & make more Maverik Hunter X games for it.
As for the games you mentioned:
Capcom Classics Collection Remixed-it's really cool, good amount of arcade games, there's also one called Capcom Reloaded!
Sega Genesis Collection-pretty good from what I've seen, good variety of Genesis games, though, I only have the Ps2 version
Bust - A - Move Deluxe-Haven't played this one, but, I'm sure it's good, never played a Bust a move that sucked
Mega Man X: Maverick Hunters-Awesome, complete overhaul of Mega Man X, with 2.5D graphics & animated cinemas
Mega Man: Powered Up!-Pretty Good, goofy updated graphics & music, & has 2 extra bosses
Final Fantasy-Pretty nice, though, I doubt I'll pick it up, the PS1 version is good enough for me
Generations Of Chaos-looks cool, never played it
Metal Slug Anthology-heard it's really good
Lumines-don't know
Ridge Racers-don't know
Wipeout Pure-don't know
Coded Arms-it's ok, nothing special
Metal Gear Solid Portable Ops-really good, if you've played other MGS games, you know what to expect
Tekken: Dark Resurrection-don't know
Grand Theft Auto: Vice City Stories-don't know