Try and get a 2.80 firmware earlier PSP, save you have to GTA Unpatched.
update to 3.10 OE - A2 or 3.30 OE A if its out when you get it.. 3.10 and 3.30 OE has support for SNEStyl respectively where 3.10 official does not.
Get a memory stick that you can afford. 2GB high speed is recommended as its cheap on ebay etc
Don't get your PSP from a small shop, chances of getting it replaced by them is probably not good, with the exception of Ebgames and games wizards
All i can wish you is good luck!
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