What Should You Buy When Getting A Playstation 3?

Ok, well I am going to be getting a Playstion 3 within the next two months. Now I know it heats up pretty quickly, so is there a thing to cool down the air so the system doesn’t heat up?
Now, I have also heard that the picture for gaming is even BETTER when you get some HD cables [it is included in the sports package on bestbuy.com]. Are they really worth it?
Also, I have a PSP and I know there is someway to hook it up to the PS3. What is really the purpose? I mean I am sure that it is an amazing picture, but how does it exactly work?
Thanks to anyone who responds!

Tagged as: Getting, playstation, Should, What, when