Yeah, it all depends on what kind of games you play. PSP has more adult, more actions-cased games. The DS is aimed at a younger generation and has more simple, relaxed games.
BUT having said that, i have both and my PSP hasn't been charged since god knows when. I love my DS. I can pick it up, play a little and put it down whenever. With the PSP, you really have to have the time to play it. Plus it kinda hurts when you've been playing it for a long time. Ya tend to get cranky thumbs.
I work in the games/console market and i have to admit, the DS's sell a whole lot better than PSP's.