For games it depends on what you like. Killzone Liberation is good as is Silent Hill Origins. If you like puzzle games then I'd recomend Puzzle Quest which I've found to be a lot of fun.
As for the SNES Emulator, it depends on what PSP you own. I'm really out of the loop as far as homebrew and custom firmware is concerned your best bet is probably to go here and read up on it
http://www.noobz.eu/joomla/
but I don't know how up to date the site is now.