Sony PSP
The PlayStation Portable is Sony's foray into the handheld console market. Like many modern devices, it prides itself on its multi-tasking ability: it can access the Internet, store music and pictures, play movies, hold files, and, of course, play games. Its leading competitor can do a fraction of that. However, with this long list of abilities comes a long list of complications. Additionally, not all uses are entirely what the manufacturer had in mind.
GameFAQs
The key advantages of GameFAQs (see link in Resources) is that the information can easily be saved to your computer and is largely written by fellow users. The tutorials themselves are almost always in language that is easy to understand. When well-written and knowledgeable, this can prove more informative even than the manual. However, as is inherent with the Internet, there is no guarantee that the writers know what they're doing.
PlayStation Website
The official PlayStation website offers its own tutorials and FAQs on the hardware. This offers an inverse of the GameFAQs model. The language is not necessarily geared to the amateur, and you may have to consult your manual for clarification. This can offer its own disadvantages, though, when something you're trying to do is not entirely within the purview of official usage.
Forums
Various video game forums, not least of which is the official forum on the PlayStation website, do not usually offer tutorials in the strictest sense. Rather, they offer explanations for specific uses of the hardware. It is a simple matter to click "File" and save the page to the hard drive, though, which makes it easily downloadable. They offer one key advantage that the others do not allow: direct interaction. If you do not understand the instructions on a GameFAQs or PlayStation page, you're on your own, but forums allow you to request clarification on any particular point.
Hack and Homebrew Websites
While some websites offer unofficial ways to obtain results expected of the PSP, these sites focus on exploring what else the PSP can do. Some of it may violate your warranty. These tutorials are not for the beginner, which may be a disadvantage to the amateur. However, once the experienced PSP owner has made his or her way through the aforementioned websites, there are benefits to these homebrew sites. They offer interesting and (almost exclusively) free games, new ways to use the hardware and other similar benefits.