I have 3 PSP systems, all domestic.
2 of them have stuck/dead pixels (1 and 3 stuck/dead pixels respectively). the 3rd one does not.
The one with a single stuck/dead pixel was a launch system.
The one with 3 (iirc, I don't pay attention and don't really care) dead/stuck pixels was bought in August after launch.
The one with no dead/suck pixels I got from that FreePay PSP referral thing. It took about 6 months to get it after I was approved, but it came from Amazon.com and was a ATV Offroad pack with the movie, game, and 1GB stick.
Why am I mentioning this? Because I would guess that stuck/dead pixels are much less of a problem then they were. Also, I believe Sony will replace a PSP with any dead/stuck pixels. I know Nintendo does, even if you have a single problematic pixel.
Btw, dead pixels will not light up at all, they are dead, thus will look black. Stuck pixels will be stuck on a color (red, green, blue, or a combo of them). The most common stuck pixel color seems to be white, thus all three colors are stuck in on.
I would buy it from Wal-Mart as they have the most easy and painless return policy. EB Games and Gamestop are asses when it comes to returning things. I don't have experience with any other retailers. This is from my experience. My 2nd PSP would not have any pixel issues if I had bought it from Wal-Mart, because I would have exchanged it a 100 times until I got one that didn't. EB/GS wouldn't let me, well, I got them to do it 3 times, but I had to go to about 10 different stores and just get lucky and every single PSP I got had pixel issues.