Update:
Review of Datel MAX Sony PSP HDD available and new low price!

UK gaming accessory maker is going to offer a 4GB HDD for the Sony PSP integrated into a battery pack.

The Datel X2 battery pack for the Sony PSP is available for a while now. The company integrated into the X2 pack now a 4GB HDD. The connection of the drive is apparently going through the memory stick port. I could not find a photo showing that.
Lik-Sang is offering the Datel MAX 4GB for pre-order already. Shipping date is not confirmed, but should be still October. Also pricing is not confirmed. Lik-Sang currently lists $249.99 for the Datel Sony PSP HDD.
Dark Planets in the UK offers the Datel 4GB PSP Hard drive for £149.99. They state a shipping date of October 20th.

The Datel 4GB HDD for the Sony PSP is the largest storage media available for the Sony PSP at this point. A 2GB Sony memory stick PRO DUO is already way more expensive.