We recently took a look at the Kensington USB Power Tips for Nintendo Game Boy and Sony PSP, which made for a convenient solution for charging on the go. While the Mad Catz USB Data/Charge Cable for PSP ($10) won't work with any Nintendo products, it is quite possibly the only cable you'll ever need for the PSP.
On one side, the Mad Catz cable offers a standard USB plug; the other side splits into two, Y-style, with one branch offering a standard mini-USB interface and the other a PSP-style AC plug. Plug the standard USB cable into your PC and the other mini-USB and power nubs into the corresponding jacks on the PSP, and you're good to go--no special software needed. It works equally well for charging the PSP, transferring data (music, videos, photos, game demos, what have you), or doing both tasks simultaneously.
In addition to working with powered USB ports on any computer (PC or Mac), the Mad Catz cable can also handle PSP recharging duties from any standard AC charger that offers a USB port. So if you're traveling without a laptop but you have your iPod charger--be it Apple's or one from a third party--you can leave the bulky PSP-charging brick at home.