We made the mistake of packing two DS and two PSP consoles when we last went on holiday. I only touched the DS once to play a bit of Final Fantasy IV DS and the PSP for WipEout Pulse and a little bit of God of War, but for most part I totally ignored both consoles.
Games like Geometry Wars may sound like perfect travelling games, but as I use the stylus to play it has proven very difficult to play due to bumpy coach rides, as well as the lack of seating space. As such I often ignore bringing any DS games that requires the touchscreen to work - unless we take the train. Rhythm games like Patapon and Gitaroo Man! are also a no for me, as the precisions required to succeed would be compromised.
I think long RPGs are ideal for travelling with, mostly because it is while travelling will we have the time to invest in it - particularly grinding. Another genre suitable for on-the-go gaming is racing, you know fine games like OutRun 2006 or WipEout Pulse. These are wonderful 'dumb' games that doesn't require much of your brain to function, and is always a delight to find someone else in your train/coach/plain with the same game when local multiplayer makes travelling fun. Both of these also support online multiplayer, very useful if your hotel offers free wireless online access (ours did not).
But really, I hardly ever touch my DS and PSP during weekend retreats. I'll bring them, but I often find myself preferring to listen to music while looking out the window admiring the view. In the hotel I prefer to rest as much as possible (we never plan in advance - just go around as much as possible, which explains why our retreats are so chaotic and tiring) or a search for a restaurant to dine in. Still I doubt I'll ever leave either DS or PSP at home the next time we go off as you never know when you may have the urge to game.
In reply to Zorocaster.