Entirely too large of a list to post here, Famitsu has released sales statistics for the Top 500-selling games of two-double-oh-five. The PS2 won hands down with over 26 million units of software entering the hands of consumers. To be fair, though, it also had the largest number of new titles. The DS sold around half that (11-12 mil) with far fewer games on the market.
The PSP's performance was decidedly (and this is seriously the only word capable of describing it) "meh," likely surviving on the virtue of not being an archaic system or attached to the name "Microsoft."
You can check out an external link to the list if you're handy with Japanese.