I don't clean my PSP because I use it to watch movies... and i don't touch my screen. After playeying/watching a movie i always put it in its "bag".
The inside of my "bag" is black, but i always put my PSP in it the same way and now you can see some white spots in the "bag" where my keys are...

My Xbox360, PS2 and PC won't get cleaned either, the only cleaning I do on this systems is using compressed air to get the dust out of my systems, otherwise they get to hot (and my room also )

by keeping the inside 'dustfree' they work longer and better!!!

But the outside? Microsoft does it for me...
I needed to send in my Xbox360 becouse it broke down and i got i back cleaned!!!