Check ot the Joytron/Nuri Tech PSP Slim Crystal Clear Protective Case. So far I am thrilled with the product. Here is a link to there website
http://nuritech.us/.
I think the case is designed primarily to keep scratches and fingerprints off the vulnerable PSP Slim, but it also seems as if it will provide a fair level of shock protection. It comes in 4 pieces, each piece is covered in a plastic film which keeps the plastic scratch free before instalation. The 4 piece design seems like a great idea especially when needing to change out the battery, with this case you do not have to remove the entire case just the battery section.
It fits the PSP slim like a glove and does not make it to much thicker and you can still fit the PSP with case in the original Sony PSP soft pouch if so inclined. there are cutouts for all the ports and buttons. It does not have a screen protector, which I like because I prefer to use the invisible shield type.
So far this seems to me to be the best available PSP Slim specific hard case on the market. I found it at Amazon for $19.99 with free shipping, but it also seems that you can order directly from Nuri Tech.
As a side note, I order tons of stuff on the internet and this is the first time I have ever had a hand written side note on my invoice thanking me for my order and telling me to have a wonderful week