Eh, I've played both briefly (I own neither, though I really need one for my breaks in college x_x), and to be honest, I don't care much for the DS (though Nintendogs is starting to place a curse on me >_>), and the PSP costs to much for me to afford. If money wasn't an issue, I'd buy a PSP, memory stick, and a game right on the spot, but unfortunately, I must spend the money on more important things. :\
Don't remember the cost of the memory stick, but, right now, I'd buy one just to watch Final Fantasy Advent Children when it comes out later this month.
Either way, it's difficult to tell anyone if something it worth it or not as people are going to get a different impression from different things.