Actually you forgot a couple, which are my two main sources of gaming. If I'm off on a long trip, I'll have my laptop (which is also my primary computer) with me, and correspondingly, pretty much every game I own.
If I'm just waiting around for a few minutes, I probably won't, but I will have my TI89, on which is currently installed the official (any insanely well programmed) chess app, as well as a really nice Tetris/Quadra port. Also a couple other games that aren't as worth mentioning.
Actually, I also have a Gameboy (not DS, not Advance, not even Color ). Haven't used it in a while, but I still have the thing.
Which do you use to play games on the go?
Sony PSP (when it becomes available)
Nintendo Game Boy Advance
Rock, paper, scissors