Depends on what style of game you prefer to play I suppose. I have both Crisis Core and Dissidia, but I've never played Tactics. I hear good things about Tactics, however I'm not very familiar with that style of gameplay. So that's why I haven't picked it up.
From the list, I picked Crisis Core. It has a great story, and it portrayed Zack as a great main character. I personally like it, because I am a fan of FF VII, so it was great to see some more of the universe explored. Also, this game has been out for a while, so it might have gone down in price, or you could probably pick it up in a used game store.
As for Dissidia, it is a lot of fun to pick up and play, and it's really cool to pit some of your favorite characters against each other in battle. I wasn't a fan of the storymode though. It was a bit on the "meh" side, but it was cool to see how all the stories connected with one another. There is also a good amount of game to be had here.
As for other PSP games, there is Final Fantasy I and II, and there is also Final Fantasy VII available for download from the Playstation Network.
Ultimately, the decision is up to you, but I hope I gave you some clue as to what you may want.
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