PSP with mod ship. Can you load psp games off it?

I was thuinking about getting a pre-moded PSP, and was wondering if you can load commercial PSP games directly off of it? If not ALL games, which games?Ridge Racers? Tony Hawk? Lumines? Alpha 3?

I hope you are not talking about running games off the memory stick... This forum doesn't really like discussion of isos/iso loaders. So keep it to a hush...