In an interview, a Sony guy (Eric Lempel) stated that they were definitely working on bringing access to the PlayStation Store directly to the PSP. At first, you could only download the games for your PSP through a PS3, then a few days ago, they allowed the same functionality, but through a PC.
That means the next logical step is to make it possible to download the games and other content directly from the PSP onto the PSP. And, they are working on it, they need to work out some technology and security things to keep their IP’s safe (intellectual property in this case) and then they will be dropping the technology on the masses.
There were also talks in the interview of adding more PSP-exclusive content that can’t be purchased anywhere else. Furthermore, they are looking to the future with the possibility of music, movie, and TV show downloads, good news for PSP owners, I think my Christmas purchase decision may have just been made for me.
Sony: Direct-to-PSP store ‘possible’ [via gamspot]