I find headphone leads not designed for psp, well I haven't tried a psp one, but regular ones mess up and lose a channel if they get knocked or twist, which is often unless your sat still, which is why its useless in a car right now.
Is there psp specific headphones and how much
also I have the logitech case which is dark as a stand and protects drops even with open psp bounces out and no damage
and you can play with the case still on psp all access gaps.
as for the speaker situation
a stand, a secure lead, an amplifier circuit of some sort and a speaker would be the thing, custom homebrew psp stands :O