Reddit mentions of NEON MicroSD to Memory Stick PRO Duo Dual slot adapter (microSD/microSDHC)

• Yes, it's very easy. This looks like an okay guide.
  
  
• Through an emulator, a popular one is gpSP
  
  
• That's covered in the first answer.
  
  
• MediEvil Resurrection, Loco Roco, Burnout Legends, Patapon, Kingdom Hearts Birth By Sleep, Me & My Katamari, etc.
  
  
• It uses a memory card called "Memory Stick Duo," these aren't too horribly expensive, but most anyone here would recommend you get a Micro SD to Memory Stick adapter because they're significantly cheaper. Be mindful, the adapter is paper thin and cracks easily. I'd recommend putting in as much memory as you want and never taking it out.
  
  
• If you've yet to hack your PSP, I would recommend either 6.61 ME-2.3 if you have a PSP-100X, or 6.61 LME-2.3 + Infinity if you have a PSP-200X or higher. It's easy to tell which model you have. Be sure to update to the official 6.61 firmware first. Readme files are included in the downloads. Read them, they will explain exactly what you need to do.

You can get a PSP 3000 used and in great condition on ebay for as low as $60. If you don't care about finding the best deal, you could easily find one at an average price of $80. From there, you can go on Amazon and get a 32 GB memory stick in the form of a dual-adapter that combines two 16 GB microSD cards into one stick. Even if you stop playing your PSP, you'll still have two 16 GB microSD cards to use for a phone, camera, computer, etc.

Anyways, so it'll come out to about $100. I've done software mods for a fair amount of electronics and I have to say that the PSP is by far the easiest. It's an extremely fast and simple mod that can be reversed at any time by simply restarting the system. It can then be reapplied by running a file that literally just restarts the console as modded.

You can play NES, SNES, GB, GBA, Sega Genesis, Sega Saturn, Sega CD, PSP, PSX, and more. I played a bunch of GBA, GB, and SNES games on mine and they all ran flawlessly. You can keep the games at their original resolution, fit it to screen, stretch it, or anything else you want. It's awesome. You can even play PSX games perfectly. I played a bunch of Vagrant Story, Chrono Cross, and Tomba. Don't forget that you can obviously play anything in the PSP library too. They're uploaded all over the place and you literally just copy/paste them into the Games folder on your memory stick, and they run perfectly.

Seriously, if you want to play emulators on-the-go or even chilling on your couch, get a PSP 3000 on ebay. The screen is nice and big, the buttons are comfy, and everything is simple when it comes to software modification. Here's the basic mod. For $100, it's an awesome setup and I highly recommend it.

Edit: I almost forget to mention that you can use a computer monitor as the display for the PSP if you want. I never cared to, so I can't say whether it's simple to set up or comfortable.

Your in luck. Amazon is currently having basically half off micros sd cards.
Order this and this and you will have 32gb storage with room to grow for about 30 dollars.

But the do sell micro sdhc to pro duo adapters. I'm expecting this one (http://www.amazon.com/gp/aw/d/B004GXKI04/ref=ya_aw_oh_pit) this week

I went with an adapter with 2 slots, and it actually seems to do something similar to RAID-0 (striping), so it ends up with double the performance that 2 cards would have (tested that against a 1-card adapter that I bought before).

You're also better off going with a Sandisk at class 4 speed. In my experience, class 6 and up don't handle small data transfers as well, but class 4 should give more performance than class 2.

A Sandisk Class 4 microSDHC isn't going to cost you much more, but you should be able to squeeze a better speed out of it.

you have to get Duo Pro with MicroSD slots adapter. They do sell those where you can insert 2 MicroSD 32GB each into one Duo Pro adapter Example : https://www.amazon.com/MicroSD-Memory-adapter-microSD-microSDHC/dp/B004GXKI04

I'm Using one of these:

https://www.amazon.ca/gp/product/B004GXKI04/ref=pe_2802830_271580080_em_gn_t1_2p_1_ti

They support up to 64 GB cards, but the time to load a games list over 100 GB would be painful, I use 2x 32GB sticks in it.

About $5

And these rock too, if you got some microSDs you'd rather use up. I got a few and they do as they say...

https://www.amazon.co.uk/MicroSD-Memory-adapter-microSD-microSDHC/dp/B004GXKI04

The one I was looking at is rated 4.5 stars