If you are looking for some PSPgo-like gaming experience with your iPhone or iPod Touch, you should check out this. iControlPad is a new gaming controller that lets you fit your iPhone or iPod touch into the accessory and be able to control the navigation with the help of nice physical buttons. Of course, this accessory is not approved by Apple which will mean you will have to jailbreak your iPhone. If you are convinced of the risks and actually jailbreak the device, you can proceed to install a few downloads that will make this accessory usable. iControlPad is compatible with few jailbreak game developers like ZodTTD who make PSX, GBA emulator,etc.
At present, the manufacturers have not revealed the price or availability of this accessory but expect those announcements to be made soon on their website. Going for this one?