Maybe try Persona 2? It's not as polished as P3 or 4 and it's a lot darker, but it's a great game in it's own right.
If the PSP version lets you, make sure to view the original OP. It's beautiful. The new one is more in the style of P3/4 and, while it's alright it doesn't fit the tone of the game. The combat takes some getting used to at first, but it can be quite fun.
Persona 1 is alright, but the combat system isn't that good and never really gets better. Wasn't great when it came out either.
I don't have many PSP JRPGs, despite owning a PSP so I'll probably need to keep an eye on this thread, too.