Sony have released an official theme maker for the PSP in Japan. So, if you are bored with the pre-made themes from Sony, why not create your own. The details about the application are still sketchy (since it?s in Japanese) but hopefully a similar application will make it to the US and Europe.
Some of the features include custom icon editor, theme converter among others. If you understand Japanese, why not download a copy from the Official Japanese PlayStation Website.