Oh shi, my expertise has been asked upon. Lol, but seriously.
I like the Dynasty Warriors ports on there. Specifically play Warriors Orochi 3 Ultimate, Samurai Warriors 4, and One Piece Pirate Warriors 3.
Megatagmension Blanc vs Zombies or whatever it was called is pretty cool.
Limbo is a good little time, it's heavily stylized.
Axiom Verge is a great metroidvania.
Dex is another really cool sidescroller.
Shakedown Hawaii and Retro City Rampage are excellent gta types, and they are some of my favorite indie titles.
If you are looking deeper, and have yours modded, there are a ton of unofficial game ports. All of the PS2 GTA's, Max Payne, Bully (albeit Bully isn't really that playable past Ch 1) and a bunch more.
I was playing the original Unreal on there a little bit ago.
I love my Vita, but I think I would've hated it around the time it came out. Most of my played games on it are either unofficial ports, or PSP games. But there are a few good titles.