Well I know IM more afraid of having a repeat of MHX happen to me. (I STILL dont have a PSP, and I STILL have not played MHX or PU. 
)
If I were you I'd save for the 3DS first. Both PSP MegaMan games are good games, but not good remakes, IMHO. Both are lackluster visually, PU plays more like a GB game than an NES game, and MHX sliced your upgraded buster attack strength in half. The main appeal of these games, to me, is their alternate characters. For playing as the blue bomber himself, I find myself returning to the originals. That and Sony will probably be releasing a PSP2 in the near future, so you need to think about how much the rest of the PSP's library interests you at the moment (also on Capcom's end: Power Stone Collection) and how (un)likely things are to change from there.
Meanwhile, on the 3DS, even if for the sake of argument Legends 3 flops (and I will RAAAAAAGE), you'll still have downloadable classics. Recall, MM2 was one of the games showcased in the pop-up NES/SNES reel at E3.
And, personally, I don't know how the hell anybody is not excited by Kid Icarus Uprising either, but that's just me.
Eh I wouldn't say so. That might be because the PSP handles sound in general better though. From what little I've heard of both mind you, since I always use earphones.
I think to some degree handheld speakers are handheld speakers. But yeah, the PSP has basically a mini-DVD to stream audio off of, while the DS will often be using sequencers (and heavily compressed audio when it does stream).
Still, the DS had that simulated surround sound shpiel, though I can't remember any games that used it other than SM64DS. Also, with speakers on the top half of the clam-shell, there is no possible way that resting your thumbs in the wrong place will disrupt the audio. Something that goes on with me using a lot of other handhelds (GBA SP, in particular, as I am still madly addicted to Metroid Zero Mission)
yeah, as well as a side story that will tell us how Dr. Cain survived the explosion to help rebuild Zero at the end of MHX2. HA! Classic errors....
In all fairness, Serges built the body, Cain simply put the pieces together. On the other hand, I would imagine that even installing Zero's control chip takes a fair amount of brains...