On the top of the list is the 29MP4 Video Store, a site where you can purchase PSP formatted movies to download onto your memory card.
Right now there's not many to choose from as it's currently in beta, but what they have available are being offered for only $2.99 each!
Unfortunately, the checking account debitting feature isn't working for me. Which sucks since I just got paid Friday and would probably gobble all of these down.
UPDATE: I got my account started! Looks like the bank needed to be open.
Meanwhile, UMDlab has free videos to download, including several classic cartoons, all formatted for the PSP.
PSP Connect also has one episode of Speed Racer.
And if you don't mind messing with PSP Video 9 and converting files to PSP format, The Internet Archive has quite a few public domain classics you can download, as well.
Carnival of Souls, Night of the Living Dead and quite a few old serials can be found there.
And if you like classic stuff, RadioLovers has a bunch of old radio shows in MP3 format.
For more modern day stuff, Next Big Hit has more new music than you can shake a memory stick at.
For all the people looking for PSP wallpaper- in case you're not already aware, PC wallpaper makes a good start. Just save it on your PSP and when you view it hit the triangle button to bring up the image viewing menu. Click "view mode" and then you should have a zoomed in wallpaper. Position it where you want it with the analog stick. Once you have it where you want it, go to "set as wallpaper" in the menu. After you confirm this is what you want to do, you will have some nice wallpaper.
Of course, you can also go here to get some spiffy wallpaper or here to get some cool inlays for the PSP Pocket by Logitech.