This is a great game for the PSP. The graphics are excellent, the gameplay is excellent and the price isn't half bad. You can choose Career mode, get your own car, customize it and whatnot by winning performance and visual upgrades in career mode than buying them and installing them to win and make your way up the 'blacklist' in the game of professional racers.
Altough the police force may be annoying, it adds yet another layer of challenge for racers even though they can make it a little frustrating when you can't finish a race because the cops push you off a bit and your car turns a bit.
The bonus thing that happens when your in career mode called Outrun, where you compete against the police for more reputation is great, but you lose everything if you get chased down by the cops in the Outrun mode.
I love the mode where you become a cop and you have to chase down and hit the other vehicles to inflict damage and eventually get them 'busted'.
In conclusion, this is my favorite game for the PSP, altough I don't have many and I recommend it highly.