ps2 really has good games - but coming well to the end of its lifespan - so not going to get many new games out, however is still gr8
psp - well its portable, and depends if you like handheld console - but its good if you want it - but once again games are limited
wii - i rarely play it as have a ps3 - but the wii good fun in groups, with large number of people. Also it does have gd games - however graphics are not the best, but got to try like genre of games to make up for the poor graphics. It si ok to play signleplayer games, and has some gr8 games such as mario galaxy , super smash bros - etc.
so really in my opinion i would choose a wii - but up to you