I would recommend Bayonetta, but you don't have a PS3 or XBox360.

I would also recommend Parasite Eve (1 and 2) [PSX-PSOne], but those are the 2 games that came before The 3rd Birthday, and you said you weren't interested in it.

Err... BloodRayne?  Though, you only mentioned having PSP, and a DS.  So I doubt you have a PS2.

I don't know many games on PSP/DS that have a main female character that are 16 - 25 years old (or appear to be, at least).

There's probably some Japanese games that have characters that age, but I wouldn't know any.  Plus, like in Anime, the characters would probably appear younger (and sometimes older) than they look.

For example: