These things are a little on the expensive side, but you need one. Here is what you definitely need if you want to be playing your PSP for HOURS...ON...END...
SOCOM: Fireteam Bravo ( If you have WiFi capabilities. )
Hot Shots Golf: Open Tee ( Golf fan or not, this game will keep you playing a long time. )
GTA: Liberty City Stories ( I.M.O. a port of the best GTA game ever made? Yes sir. Great game. )
Burnout Legends ( Nothing like the crappy DS version; an awesome game with an insanely good framerate. )
Sandisk 512 MB Memory Stick / Sandisk 1 GB Memory Stick ( At least a 512 MB or higher to put your music or videos on. ( I can put about 140 songs on my 512 MB. )