I bought Star Soldier recently and its really fun. Its very similar to the games in the arcades.
You play the game on the PSP vertically and you move either with the analog or the arrow pad and you shoot pressing or holding the square button
I bought it at Fry's Electronics, I'm not sure if other stores hold import games. But Fry's has nice selection of import games from Star Soldier, Bleach, Guilty Gear, and some game that deals with Bomberman.
Hm, intresting, I didn't know that this was out. I'll have to pick it up, looks pretty fun. I'm a big fan of vertical scrollers