PSP games.

I've never heard of it happening to people who have done it properly.

Of course that if done properly you won't brick it but lets say your battery is 80% and the DC cable unplugs and you don't notice and you leave it there while it's flashing the software and the battery goes under 60% you're pretty much fucked up. Or if you use a Pandora Battery. Dunno, anything can happen.

And before I forget, MAKE SURE to play Viewtifull Joe: Red Hot Rumble. It's like a mix between Wario Minigames and SSB. Awesome.