I recently purchased Nyko's PSP theatre and its great! It has a built in amp and speakers and has a built in battery that adds 7 more hours of play time. Other nifty features include: dual headphone jacks, it uses the psp a/c adapter to charge, the unit's battery can be used to charge your psp, and you can keep your psp inside it as an aluminum carry case (very durable).
I can't imagine watching my movies at work any other way. Here are some pics:
It's on sale at Curcuit City for $69.99