Hi! I've been around here for some time, mostly roaming the forum without posting. Now I decided I want to share some knowledge I've acquired regarding the pros and cons of many types of cases and bags, and to give some do's and don'ts.
So far I've owned 3 PSPs: one fat and two slims, all of them piano black. You may already know that this color is specially prone to show fingerprints and scratches, more noticeably than the other colors.
For this sort of review, I'm going to list pro, con, "scratch level" and general description.
Scratch level will be assesed in levels of deepness like this:
0-1 microscratches: the kind that can be seen only from certain angles, with a strong light. Mostly unavoidable, the PSP seems to get them upon contact with air.
1-2 normal scratches: these appear for friction with hard surfaces, can be seen from any angle and normal light, but not so deep to consider real damage.
2-x deep scratches: you can feel them with your fingers, mostly gotten for physical trauma (falls, hits with pointy things, intentional damage)
Pro - it gives some protection to falls, and most have space for your stuff.
Con - your PSP is unprotected when unstored. Can be a hassle to take out the PSP for use.
Scratch level - 0.5 to 2, up to 3
I've owned the bag that came with the Value Pack, a Hori bag and a Sony licensed one, and the three were great. The one from the value pack has the advantage of being small enough to fit your pocket. The former two are bigger, but keep my things in order, for UMDs I prefer a separate case though, because they are very fragile, and these two bags can get very cramped. The biggest down is that it requires ultra special care to avoid scratches (that's the reason for the broad scratch level). To avoid these, this is my advise:
a) Never put your PSP on a hard surface (tables, for example); put something between, like a cloth, or on/in the bag.
b) Get a strap.
c) Don't clean smudges so often and energically, any cloth will scratch it eventually.
d) Alway put a screen protection on. Getting the PSP in and out the bag can produce scratches, if any hard particle gets in the cloth. In general, you should get a screen film always.
Crystal Case (clear plastic case with holes for buttons and analog nub)
Pro - good protection against falls and hits. You can play while using it
Con - It actually scratches the PSP
Scratch level - 1.5
These are very convenient, they give very good protection against reasonable trauma, you can put the PSP directly in your pocket or backpack, on any hard surface, etc. The one I got has a little base you can set, so that the PSP can be standed up for movie viewing. And it doesn't interfere with button usage either. Unfortunately, the unnoticeable friction between the case and the device gives ugly scratches, specially on the edges, and on the faceplate around the buttons. If your PSP is already scratched, or you don't care, this is a very good option, just put a screen protector first.
Logitech Playgear (hard case with rubber interior)
Pro - Solid case, rubber interior avoids scratches better than Crystal Case. You can play with this on.
Con - Bulky.
Scratch level - ¿?
This is actually very good if you have a PSP Fat, it fits snuggly, gives around same protection as Crystal, but no level 1-2 scratches. Unfortunately I didnt have this for long, since I sold my Fat along with the case. I liked being able to play without taking the PSP out, but it didn't feel so confortable. It also serves as a stand of sorts. There's a similar case from Sony that has a screen guard and UMD store.
Stickers and Vynil skins
Pro - It can protect against 0-1 level scratches and smudges, zero extra volume. Can give a new look to the PSP. Can hide scratches that were already there (psychological advantage).
Con - No protection against falls and hits. Zero volume means you can store it in a bag or other case though. Defeats the purpose of the original PSP color.
Scratch level - good against 0-2. 3 can be achieved if PSP is hit hard.
I haven't really used these kind, but I got some screen protectors and cut them to fit each part of the backplate and faceplate. Unfortunately, as the PSP is rounded on the edges, the cut screen guards didn't stick very well, except for the UMD door (the central part at least). It is really good protection against scratches, and my guess is that a skin like the ones sold in Decalgirl should overcome the mentioned inconvenience.
Silicon and Rubber Skins
Pro - Fair protection against scratches, some protection to falls; not bulky, soft to touch.
Con - Doesn't fit perfectly, still gets level 0-1 scratches. Some button and UMD door interference, depending on model (some can be fixed).
Scratch level - 1
This is like a soft version of the Crystal Case, with less volume. This is the last I got, I thought I wouldn't get any scratches, but I was proven wrong
It's not as bad as with the Crystal case though. If your model interferes with the buttons, you can easily cut it to fit your needs. It doesnt feel that great when holding (kind of loose).
Zagg Invisible Shield
Pro - Very tough material, non-skid, and it's got a life-time guarantee.
Con - Doesn't protect against falls.
Scratch level - apparently 0
I already bought this, and recently applied to my PSP Slim... I can say that it's a chore to put on. You must have a lot of patience, have a dust free area to work, and be very methodical. When you finally put it on, you can notice how well it fits every corner of the PSP, and it bends correctly on every curve (sexy). I yet have to see if it doesn't fall off with time, but no review I've read reports that problem. Also, the PSP won't slide so easily on a smooth surface, which is a nice plus, and your hands won't leave the PSP dirty so easily anymore. I'll update if something wrong happens.
Logitech Playgear Visor
Pro - theoretically, it can protect the screen against damage by sharp objects
Con - It scratches the screen
Scratch level: 1-2
This one is a hard plastic protection that is attached to the two holes that surround the USB port. I really don't recommend it unless you put a screen film first; otherwise, you'll end with a badly scratched screen (I saw it happen). It's the same kind of damage that comes from the Crystal Case. Even if it seems that the Visor doesn't touch the PSP, it rubs against the edges. This one comes with a big package that contains the Logitech Playgear Amp (speakers), but you may find it sold separatedly.
- Before taking your PSP out of the box for the 1st time, have at least a screen film protector and apply it as soon as possible. The screen is very fragile. Also cut a screen film to fit the UMD Door, that way you can keep the metal ring in mint condition.
- Never ever change the backplate of the PSP, unless absolutely necessary. Most brands don't fit very good. For faceplates, go Camy. Always have a can of compressed air to remove any dust from the screen when opening the PSP. Have a Philipps 000 driver to remove screws.
- Never use WD40 on the buttons, it will ruin them.
- I don't know if this has happened to you, but my 1st Slim got dust on the screen. This is because for some (stupid) reason, Sony stopped making the faceplate in a single piece: now we get the screen part, and the frame part. Dust got in through the gap between (this didn't happen with the fat, having a single pieced faceplate). Try to cover the gaps with the film protector, or just put some tape (ugly).
Conclusions: there's no perfect protection, and results depend mostly on how careful you are. 0-1 scratches can only be avoided by a vynil sticker skin or the Zagg Invisible Shield, so I believe a combination of a skin and some other case-bag could keep your PSP in mint condition.
I hope this helps you, feel free to comment and suggest any additions.