No matter what anyone says BUY THIS GAME RIGHT NOW!!! RIGHT NOW!!!
The soundtrack is great too, at least as I remember, but I haven't played it since my PSP got sand on the lens at the end of the summer.
There is also a somewhat fun, but rather unimportant drug sales system, where you can sell drugs you find in the levels and buy new ones to sell later for a slight profit if you can manage it. I really didn't play with it too much, I just sold wherever I could and didn't buy. As you run through the level list the drugs you find get more valuable, ranging from marijuana (affectionately called "Weed" onscreen) to coke.
The weapons and armor are set up very well too. Every weapon or set of armor has a "Reputation" level that adds multipliers to the reputation bonus you get at the end of the level, which decides where you can sell drugs. I played through the entire game with the Rep Suit (which is so stylish you just can't say no) and the classic pistol, both of which are large reputation boosts. The suit adds very little protection, which adds a little more challenge to an otherwise unchallenging game.
One thing that Miami Vice has over RE4 is a good cover system, which I found myself using a lot. If there's no real cover, you can usually tip something over and hide behind that. If you're experienced enough with the cover system, you can get through most of the game fairly easily with headshot upon glorious headshot from cover, but on occasion the enemy flanks you, which has you either falling back to a safer position very quickly or running up and pistol-whipping the guy, which I find much more fun.
Overall, I haven't even begun to explain how fun it is. It helped me survive a very boring trip to California, and I played it while I was there too. You know, I'm kind of glad my PSP broke, because now I can play it all over again!