Well ill talk you out of the psp. After 2 weeks of struggling to get remote play to work outside of my home network (this involved messing with my router, Roaming around town for 2 weeks trying to get a free wireless signal to test the remote play on, then coming back home because it didn't work, then id check more solutions which never worked, so rinse wash repeat for 2 weeks and seeing no solution to your problem is rough, especially if your tech savoy , then you take it personal), i sold it, and took about a 150$ loss (games and everything, that was my own fault, Impulsive i know). Even in my house, the responsiveness was laggy, and made ps1 games unplayable. Sure theres some good psp games like GOW, and FF7CC, but if you don't travel, its hard to make time for it, because you know you have a ps3 sitting in your house you'd rather be playing. but this is my opinion and based off my own experiences, stay away from the psp if Sharing your media server or playing ps1 games via remote play until they work the bugs out. Trust me, i am not the only 1 with the issues.
As for fixing impulsive buys, Read reviews good and bad. and don't forget to listen to the bad reviews. Poor lair buy... Poor psp buy.. gosh i lost some good money on that, Not fun in college, i should have prioritized. No one forced me to buy any of that stuff lol.