The PSP has a year's warranty where ever you buy it. the warranty comes with the PSP itself, not the place you buy it from.
There is the occasional problem with the PSP so having a warranty could come in useful if something happens 6 months later. Though if you're planning on modding the PSP in any way (which i'm guessing you aren't otherwise you wouldn't be concerned about the warranty) the warranty's not so important because the second you open it up it's void. Hope that helps, and welcome to the forums.
