So far remote play works on PS1 games. I'm unaware of any other games that currently work (I'd like to know too!). They haven't announced anything but of course they'll be adding PS1 support to the Vita, there are loads of PS1 games and it's "money for old rope". I just hope they add PS2 support too.
Lair
Lego Batman
Pixel junk Shooter
Work also. But are very laggy tbh and barely playable.
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Does Playstation Plus add any benefits to Vita ( cloud saves, stuff like that )?
Not too much. Some price benefits for PSP titles. Free mini's from PS+ though when you start them you get an error message. Sony are meant to be working on it.
I imagine we will see some cross over and more exclusive PS+ content once there is a more abundant supply of content for the vita.