First Time Buying Guide

Okay, there are definately a few things you want to get when you pickup your PSP. First of all, read the reviews and information posted at this forum and that should make your decision easier.
At the start, be sharp and look for any tampering to the console or the box when the shopkeeper first hand the console to you. Reject the good immediately if any of such instance is found as i heard that shops at Sim Lim Square especially had such gimmicks such that they took out the battery or what and charge consumers seperately for the accessories. Feel free to complain to CASE if you felt that you are a victim of this fraud.
After that, request for a umd to check the umd drive whether is it in working condition and also check for the speakers whether is it working or not. If you want, bring a extra memory stick and put in a totally black jpeg picture to check for dead pixel.
If your going to put movies, music, or photos on your memory stick I advise you go with a bigger size memory stick, as they are becoming cheaper and cheaper every day. You can get a 2GB for about $50 these days so I recommend that. Once you get your PSP you're going to want to utilize all of it's features and thus, your going to want a bigger memory stick so go with something 4GB and up.
As for the case you have many options there. You want to get something sturdy that you can rely on, yet something that has access to most of the important buttons without opening. I would recommend the Playgear Pocket, by logitech, as this is the case a lot of people have (me included) and has proven to be reliable.
Another thing you might want to invest in is a screen protector. This is basically a piece of plastic like material that will go over your screen protecting it from most scratches. Two well known brands would be Hori and Martin Fields, I suggest investing in one of those screen protectors, as they are supposed to reduce glare, and help out with scratches.
Make sure to buy a microfiber cloth which is designed to wipe LCD or other screens that are very sensitive. Invest in one of those and that will help keep your PSP clean and scratch free. Also be aware that wiping the screen with your shirt, paper towels, or other objects will cause scratches and that should be avoided. If you have friends wearing spectacle, you may want to try asking from them see whether they want to give the "spectacle cloth" to you or not

And I'm going to leave you with some advice on keeping your PSP neat and scratch free. If you get the case and screen protectors and the cloth you should be set to go. Just remember to be careful with it, and usually wipe it down after you use it and keep it in good condition as it is a $400 dollar investment.
Some places that might be recommended to buy your PSP:
Funzsquare
Funzcentre
Playboxx
Gamescore
Mega Multimedia
Seow Choon