Sony Memory Sticks
Sony Memory Sticks are the top choice for the Sony PSP as they are the same brand are made to work efficiently with the device. As of October 2010, the highest capacity of Sony Memory Sticks that work with the PSP is 32 GB, which is comparable to the Apple iPhone/iPod Touch capacity. There is talk of a 64 GB model on the horizon, however.
SanDisk
SanDisk cards are a choice if you cannot afford the pricier Sony Memory Sticks. As of October 2010, SanDisk offers a 16 GB capacity for the Sony PSP. The read and write speeds of the SanDisk models are comparable to the Sony Memory Sticks.
Universal Memory Cards
Universal memory cards are often found on eBay for very discounted prices. These memory cards are hit-and-miss as some of them work with the Sony PSP, and some of them do not. There is no way to tell without first putting it into a PSP and testing it. Contact the seller or company selling the memory card and ask whether the memory card is compatible with the PSP.