I just got the psp 3000-Ice silver Dissidia bundle (I think it is a GameStop exclusive, though) which came with a 2 gig memory stick, Dissidia and Final Fantasy Advent Children UMD movie. If a final-fantasy-themed bundle isn't for you, there are others out there, like the Rock Band Unplugged bundle with comes with the Piano black psp, a 4 gig memory stick and School of Rock umd movie. I almost got that one, but my previous psp 1000 was black, so I wanted something different.
Games? Where to start?
*Jeanne D'Arc or Field Commander (if you like turn-based strategy),
*Daxter or Tokobot (platform/adventure),
*Rockband Unplugged (music game),
*Patapon 1 or 2 (um, music-rhythm RTS? great game, whatever it is)
*Loco Roco (platformer..very unique; reason I bought my psp in the first place!)
*Wipeout Pure or Pulse (pulse you can use music you saved to your memory stick in-game I hear) for racing,
*Sports? Lots out there..though don't overlook the fantasy-rpg-like golf game Pangya or Hot shots golf (I'm not a big golfing/sports fan, but these never leave my case!)
*RPG? Lots out there; but I'm absolutely LOVING Persona!
Accessories?
gotta have a psp case.
I have one just like it from GameStop (it's exclusive, of course) with 4 pockets for UMD games/movies and 2 half-pockets perfect for memory sticks. Under these is the place to put your psp. (I have pictures, will post them for you if you wish.)
I also like the wrist-strap/psp sleeve combo for tucking in my coat pocket or purse when I'm just running errands, since cases tend to make it heavy. The wrist strap is great for holding on busses and such to help keep a secure grip. Don't buy amazon's, they are overpriced. Look for it used or use a different seller on their website. I got mine for just under $3 used the other day.
I heard you can hook the psp 3000 up to your tv (standard or hi-def, the psp 2000 only works on hi-def) to watch your movies or play games, but I have no idea how to go about that, so you'll have to look it up. I know you have to buy special component cables to do so, though.
It goes without saying, though that unless you have a memory stick, you'll need one.
DO NOT BUY THEM FROM A RETAIL/ELECTRONICS STORE. They are over-priced. A 4 gig is $30-40 dollars, but I have been buying an 8 gig pro duo for $33 including shipping from a favorite seller on amazon.com (Use MediaMart. I have been using them all summer to buy memory sticks for family and friends. They ship often same day and use fast shipping. I only use them and recommend them to everybody.)
Okay, ow that I've written a book on this, I hope I helped you! 
Currently Playing: Dissidia Final Fantasy and Persona or Jeanne D'Arc on my new psp 3000 and Mario and Luigi 3: Bowser's Inside Story on my DSi.