Everett posted a great tutorial on modding his PSP to have lighting on the L and R buttons, heres an excerpt:
Intro
Sony decided to make the PSP shoulder buttons transparent, leaving modders an excellent opportunity to make the device look way cooler with lighting. Llamma has done a write up on adding lights to the buttons. I wanted a similar effect, but not for the lights to be on all the time—I wanted the buttons to light when they are pushed. This is how I did it.
First Try
My first attempt at this can be seen here. I finished lighting the left button and left the right for another day. As you can see in the old writeup, I got a lot of my information from Llamma’s write up, with some obvious changes. When I opened the PSP back up to do the right side, I decided to completely re-do the left (I wasn’t optimistic about the durability, and I also ran into some shorting issues with the wire I used. It turned out that the varnish insulation was unreliable, and it occasionally shorted to the metal frame it ran through, which was grounded.). The second time around, I deviated from Llamma’s instructions even more.