1) As of right now, and to the best of my knowledge, no, there is nothing to break the UMD region encoding on the PSP. However just as I was typing this I realized that there is an Action Replay out for the PSP, and in the past Action Replays have been known to assist in breaking region lockouts.
2) Maybe. I heard that the white PSP might be coming to the US, but I can say with confidence it won't be before X-Mas.
3) I know GameFly rents out UMD games and movies. Well worth it
4) There aren't any companies that paint PSPs, but I know there is a company/group that makes and replaces the front faceplate, which does break your Sony warranty. I've gotta find the name, but they have pretty professional looking stuff.
Hope that helps!