Keep at home
When I don't need it...

Gathering only
Of course I will be bringing mine...

Hometown - CNY / Hari Raya
Yup, definitely...

While shopping with family/gf/bf
Nope... GF marah nnt...

To work - play during lunch breaks
Yes, sometimes... But not during lunch breaks...

Travel to work - train / bus
Sometimes... but can't really 'play' with it because of the overly crowded LRTs...

Events - Starlight Cinema, PC Fair
Nahh, if I paid for the events, I would rather enjoy the show...

To bed
As in sleep together? Usually I'll just place it on the table. (Don't want to accidentally kick or slap it out of bed )

Toilet
Yeah, sometimes... When I'm really addicted to one game

EVERYWHERE!!
I can't say that I bring it everywhere tho...

I really don't know where to cast my vote...

Hmm, in Malaysia, I don't recommend you to 'show' your PSP everywhere you go. It is still a lil bit dangerous. One of the forum members got robbed.
Check out topic http://forum.lowyat.net/topic/500206