Why not..

Buy a WinMo phone(you can install GPS, Opera w/flash etc etc. & once tweaked, the O/S runs very well).
Buy(or use free vers. .89) WM wifi router(making your phone a wifi access point)..
or purchase an Ipod Touch.. tethering it your cell via wifi...

or Hack your Psp's firmware(really easy), to perform the tasks you desire(can also tether it via wifi & the customizing potential is endless)

Or Purchase an unlocked N95.