Won't be any time soon, but should Sony in the far future still only have a shitty 8 demo's then maybe.
well there are other sites which do let you download PSP games so if you need them just tell me, and i'll ask my friend for the website
You know, there's still this whatchumakallit called BitTorrent... and another one called eMule. I've heard they can help any person who have trouble in their quests to find unobtainable items and relics....
Which is why you get PeerGuardian, and it's not like torrent trackers aren't monitored, though to a slightly lesser degree since each individual file has to be monitored and there's no "client" with a search ability.
As long as you're outside the us of a then you're safe. Minor concerns might pop up when you're in Canada or Europe. BitTorrent is much more difficult to spy on, like Seph said.
Though no impossible, if you go to thepiratebay.org and download a newly-added high-profile movie then chances are it's probably monitored. Stick to smaller trackers and use PeerGuardian and you should be fine though.