I'd like to get Cave Story on my PSP. Is that possible without hacking? How would I even do that? And would having a 1gb mem stick be enough for Cave Story AND a bunch of game saves?
Assuming it exists as homebrew somewhere, you'd have to hack your PSP to play it. Since it is only a PC and DSi/Wii ware game for now. http://sites.google.com/site/cavestorypsp/ (not tested this, just googled) So no, it is not possible without hacking...
Because I've heard that cfw will cause UMDs to stop working altogether, and I don't want to accidentally brick my PSP.
who ever told you that was lying. my psp has been hacked for years and in never had that problem you could use a hen instead cos that runs off the ram and is only temporary (when you turn off the psp it goes back to ofw)
CFW won't hurt the UMD port. What model PSP do you have anyways? PSP 1000s and most 2000s can be easily fixed with a Pandora batter if bricked. You can buy one online for 5 dollars so you shouldn't be worried about a brick if you have one.