Get a Sony credit card, buy a lot of stuff, and then get a free PS2.
I know that sounds sarcastic, but it's what I did. I actually had some points that ran out last year, so I got some games free before I even had a PS2 (now I can't find those ones! I mean they're buried in my closet somewhere -- but I've been playing Ico and Bard's Tale)
You get 1% back on all purchases, 3-5% on Sony stuff (3% always, some months are 5%.. if you order on their web site it's 10%, but it's always very expensive there). I've since changed to a 5% grocery/gas cash back credit card for most purchases.. but keep this one to use off the credit I have already accumulated and if I buy more Sony stuff I'll use that one.