Yes you can use a PSP power supply and change the dc connector.
The connector is a spring loaded one that keeps a good connection. It's easier to buy an adaptor from the Neuros accessory link then
buying your own connector. Simply cut off the wire from the Neuros adaptor.
Here is a link for a PSP supply:http://cgi.ebay.ca/Emergency-Charger-9800-mAh-for-Sony-PSP-Nintendo-NDS_W0QQitemZ280228684533QQihZ018QQcategoryZ139969QQssPageNameZWDVWQQrdZ1QQcmdZViewItem
The unit is also charged from 5 volts dc. If you can, just get a voltage regulator like a 7805 and wire it to provide 5 Vdc to the PSP battery pack. Run the Neuros off of the battery pack, not the car. Alternator whine causes your audio to be affected.
With regards to running your other devices off of the car, simply connect them via your fuse panel. Regualate the voltages using a good
switching regulator and a good size capacitor for removing any alternator whine.
And yes, if your PSP battery drops below 3.3vdc you will lose your video recordings