I got a playgear pocket used from gamestop for 4.99. I also have a block of foam rubber, and am planning on using that to make the psp slim fit in the case (my psp is from amazon so I have to wait for it to come in the mail). The playgear pocket looks like a really nice case.
I also got a case from big lots for 2$ but then I found out it uses magnetic snaps to keep the case closed. This is a really bad idea because magnets can screw up the screens on handhelds and since I was snowed in today I took the time to cut the magnetic snaps out, sew up the case and replace them with sticky velcro, it actually came out really good.