The headphone jack is at the bottom left of the unit; the Value Pack ships with earbud-style headphones and an in-line remote to control basic playback. The nice thing about the remote is that you can use other headphones with it, not just the provided 'buds. Like Apple, Sony has chosen to go with white headphones. We're not sure why, since the PSP is black.
One gripe: Since the device has a glossy finish -- and is mostly black -- it is a fingerprint magnet. To help keep your PSP clean, Sony throws in a small cloth for wiping purposes. A padded slipcase is also included, but a variety of third-party versions are also available.
The chaps at Sony tout the PSP as first and foremost a gaming device. But in the next breath, they claim that it can do so much more, billing it as "the first truly integrated portable entertainment system". Both statements are, in fact, true, and suffice it to say that as a portable gaming device, particularly from a graphics standpoint, the PSP is unparalleled. You're getting a miniaturised PS2 gaming experience -- or close to it, anyway -- and Sony has put together a nice set of launch titles from various game developers to show off its handheld's gaming chops.
Beyond gaming, the PSP's video prowess may be its most impressive trait. As we previously noted, the display is a 109mm (4.3-inch) TFT LCD with a 480x272-pixel resolution and 16.7 million colours; by comparison, each of the Nintendo DS's two screens has 256x192 pixels with 260,000 colours. The picture quality from a UMD movie such as Spider-Man 2 is superior to what you'll see on most portable DVD players, though the majority of DVD players have significantly larger screens.
The only problem with video playback -- and it's a big one -- is that it's currently hard to watch anything but UMD videos on the PSP. Unlike Sony's MiniDisc, UMD is not a recordable storage format, so you'll have to store any video or music and images on a Memory Stick Duo card.