My setup:

PDAir Aluminum Case
http://www.pdairshopusa.com/sony-psp-hard-case.htm
USB Transfer/Recharge Cable (2in1)
http://www.lik-sang.com/info.php?cat...oducts_id=6572
Overpriced 1GB Sandisk Memstick
Hori Screen Protector
I use this case, that was originally made for a Minidisc player, to throw everything in when I go on trips.
http://www.minidiscaccess.com/item.html?PRID=44181
Be forewarned, the Logitech case scratches very easily. That's why I went with the PDAir.