I reckon a PSP is the way to go. If you have one with the right firmware version you can play flash games, use homebrew applications, use emulators to play all sort of games other than UMD's, watch movies, listen to mp3s and still use it to browse the internet... Can you do half of this on a DS?
Here's a local PSP forum that might have some info for people who are interested : http://www.ground.co.za/