There's also Bentley's Hackpack released in the PSN Store. The demo gives you 9 levels for free. The full version is $2.99. It's a collection of minigames like a top-down twin-stick shooter as well as a side-scrolling twin-stick shooter. There's another third type of game in the demo that uses the six axis motion controls. I found that one (unsurprisingly) the most difficult to play in the demo. What I played of the twin-stick shooter stuff was great. The interface to access all these games is a classic arcade game room. On the title screen to the game, if you don't hit any buttons, it'll show you a bunch of little vignettes involving the Sly characters. There's quite a lot of them.
I wanted to buy the retail game yesterday of Sly Cooper: Thieves in Time in a store, but I am ill and didn't end up going anywhere. I just ordered the game online so I have to wait for it to be delivered now.