If you have a friend in the States or happen to find one, the PSP Go dedicated cradle is a great way to may your PSP Go output via component/AV (scart) to a TV and charge at the same time. This lets you use a PS3 controller for the games, which IMO is a lot better
Apart from that, I'd get a proper screen protector. I've got a Zagg Invisible Shield on mine, but for example Hori does fantastic protectors (have a Hori one on my PSVita and it looks and work great! Probably even better than a Zagg screen because of the touch screen on the PSVita).
A pouch or carrying case is a nice way to keep the console from getting too dirty or damaged while in transport. I just ordered on from dx.com and it works well enough. Not much of a market for the PSP Go in the EU after they stopped selling it a few years back. That's one of the reasons eBay or the US in general (Amazon.com) is a great place to look for items. Postage is a pain, but if you have a friend over there, the postage is quite often free in the states. After that, it's a whole lot cheaper to send them over the Atlantic vs waiting for a local shop to ship them.