I found a no-name PSP case at Best Buy that I really love. It says "Game Stuff" on the front. Queer, I know.
Anyway, it has front and rear zippered compartments. The front one holds the PSP, 10-12 UMDs, and 1 extra battery. The rear compartment has two smaller zipper pockets, which can hold more UMDs, batteries, headphones, screen wipers, whatever. Currently my case is holding 22 UMDs, an extra battery, headphones, a screen cleaner, and some random seashells my wife gave me.