Pretty much the best place to get the adapter is Deal Extreme. Pick a color. (Edit: The part that says 16GB max is a lie, just ignore it.)
http://dx.com/p/micro-sd-tf-to-ms-pro-duo-adapter-black-42312
http://dx.com/p/dual-microsd-tf-to-ms-pro-duo-adapter-16gb-max-28826
If you have never used microSD with your computer before, then do yourself a favor and pick up two or three of these USB adapters, also from Deal Extreme. They're the most reliable ones I've found, but they can still fail, and it's useful to leave them next to various computers, so get two or three.
http://dx.com/p/aluminum-shell-micro-sd-tf-card-reader-max-16gb-30087
Newegg is a pretty good place for Americans to get flash memory.
http://www.newegg.com/Product/Produ...00082443 600006209&IsNodeId=1&name=Micro SDHC
This link should take you to their selection of Class 10 microSDHC cards.
I would suggest that you want one single 32GB card instead of two 16GB cards. The Deal Extreme adapter can combine two cards, and 32GB is the normal max for PSP, but one single card is cheaper and better and potentially more useful to you in the future if you someday decide to move it to a smartphone or something.
Pick a good brand. A cheap brand won't meet or exceed it's speed claims, and may die much too quickly due to inherent cheapness. AFAIK, Patriot is good, but if you don't want to mess around, Sandisk is the best.
If you want to check your local Best Buy or whatever for the flash memory, here's a list of the things you're looking for.
-microSDHC (this is the type, very important)
-Class 10 (this is the speed, kind of important)
-32GB (this is the size, matter of opinion)
-good brand