You'll find that PlayGear Amp from Logitech is not the cheapest solution, but is the best sound you'll ever get on your PSP. Some of you will notice that this sound system is even better than those you are using on your computer. The entire system folds up and fits in the carrying case which is included. Buyers from Amazon recommend this for anyone wanting to hear excellent sound from their PSP without having to wear headphones. The package includes the unit itself, an AC power adapter (the system also runs on 4 AAA batteries), the PSP cradle, one short cable, one 3 foot cable, and the carrying case.
PSP Movie Dock is the cheapest one that still included a remote. It's not as classy as Music Amp, but it will get the job done for the money! The dock itself can run off of the PSP battery, 4 AAAs, or the power/car plug. The sound quality is decent for the money, and you won't regret you bought it.