Vice City Stories for PSP. Major thumbs-up.
It's a prequel to Vice City, takes place two years previous in 1984, the WHOLE city is in there plus the San Andreas enhancements to the engine, (you can swim now!)...and you play Lance's older brother. Sadly, though, the dialogue is so good and so Tarantino-esque that it makes the recent Miami Vice movie look terrible, as if this is what it ought to have been instead. Some of the best characters are back, like Diaz the angry insane druglord who, anytime he gets near a firearm, manages to point the muzzle at every single ally in the room.
The story is awesome, and the soundtrack is better than the original. Much better. At least a hundred songs, and they finally added the essential music for any Miami Vice-like immersion. It finally includes Phil Collins' "In the Air Tonight", plus other seriously fun 80's stuff like "The Freaks Come Out At Night" and "Together in Electric Dreams". Lots of hair metal, too.
Oh, yeah, and Phil Collins even appears in the game as a voiced cameo...as himself.
There are trailers on the website that show how good the dialogue is. And yeah, this is on a handheld, sure doesn't feel like it.
http://www.rockstargames.com/vicecitystories/The "ME TV" news on the website is pretty hilarious, too.