The UK has been in the news lately because of the shortage of PSP consoles but if you are desperate to get a PSP then an import console may be the best way, the only thing wrong with import consoles is that you cant play Region 2 UMDs on say a Region 1 PSP but games are Region free so even if you update the firmware you should be OK.
Our Friends at PSPTree have plenty of PSP in stock and they are from the UK, SpelKontroll a Swedish site has loads in too. The Divineo Network have shops worldwide for PSP and then you have the 2 shops who have a great reputation and probably the cheapest too, they are Success HK and Lik Sang
If you really are desperate for a PSP then one of them will fit the bill, but one word of advice, use Airmail for delivery and you should miss those horrid import taxes.