If you're going to be importing a PSP, you will need to remember that import tax may be added to the price of your PSP. When the delivery man turns up at your door, you will get charged.
The amount of tax will be 17.5% of the value of your item, plus a fixed customs duty of around £15. I had to pay £40 for my PSP that I ordered from Lik-Sang.
If you order from eBay, you may be able to have the PSP sent as a gift, in which case you can avoid being taxed.
Also, don't forget that Japense PSP will be using older firmware, meaning you can use lots of homebrew applications and games. However, Sony aren't pleased by the amount of imports, so don't be surprised if you get bitten on the bum as a result of buying a JAP PSP.
If you do decide to import, try these:
http://www.lik-sang.com
http://www.ebay.com
Good luck!