This is for all of those who are having a hard time dealing with the PSP's low volume.
Get IN-Ear Earbuds. These are awesome. They block out the sound outside and isolate the sounds comming from the buds. Which is waaaay better than any normal earbuds or headphones.
I have the V-Moda Bass Freqs(30$)
Let me tell you, when I first got them and put them on, the sound was so loud I didn't dare increase the volume to the max. Then I thought "If the PSP's sound is so weak, what would happen if I tried using this on an ipod." My eardrums would probably explode!
TL;DR : IN-ear phones make your PSP sound louder.