It's worth mentioning that remote play can be far smoother if sound is disabled or played through the PS3 instead of the PSP. If you have wireless headphones and you're in range you can just output the sound to that from your PS3 and play on your PSP. The only down side with that is that most wireless headphones just outright stink when it comes to sound quality.
Most people wouldn't be doing such a thing if they're that close to their PS3 anyway, but it comes in handy during rare cases.
It was definitely worth mentioning for those who haven't heard of it. I'm actually surprised that there aren't more comments.