I just find an image I like and save it to PSP (most likley using the PSP's browser). When you view pictures on the PSP you can zoom in on them and set it as your wallpaper saving the zoom setting. Most pictures found online will be bigger than the PSP screen so they'll still be nice and crisp zoomed in.
I think back when I set mine, I jsut searched "psp wallpapers" You'll get a shitload likely, so obviously put something before PSP. My current one: For a while, I had one of the ones from this site with the Autobot/Decepticon logos.