Did you get a warrantee? Highly recommend it at this stage with a new device...but what do you think? I paid extra $30 for a year, figured a fatal flaw will be detected by then!
I normally don't buy the extended warranty because I figure I'd get the next latest and greatest toy when the device goes kaputz but I did purchase one this time. I got it the same time as when I purchased the PSP yesterday at Best Buy.
I don't get warranties, I usually buy my electronics from Costco (even though they aren't selling the PSP, it is still interesting to consider.) Costco has one of the best return policies in the industry (6 months for a full return for a computer??? ~1 year full return of your money for everything else!!!) I call that a deal.