you may want to check the target stores near you. they've been closing out both the cables and headphone sets. I picked up a set of the official sony brand component cables for under $20.
also, just an fyi. sony offers 2 sets of cables for the psp-2000 models. one is s-video (which only allows you to view pictures and umd movies on your television with it), and the other is the component set (which allows you to also view games on your television). this information isn't very clearly conveyed on the packaging.