I have a PSP but hardly ever use the browser, though I do have wireless.
I have a 1gb memory stick, but that's almost full with movies and music.
Your question is quite broad, but I created mine own connection after my PSP found the wireless.
I have my cache size set to maximum or 2000kbs,
My connection setting is set to "auto select", and I don't use a proxy.
I allow all cookies and have my homepage set on BC!