To my knowledge, my PSP has no dead/stuck pixels either... though I have never nor will ever test it to find out.

Ahhh.... ignorance such bliss 8)

A similar topic was discussed in a TV program "The Gadget Show" (UK). The best thing would be to remove the Memory stick, UMD and battery and leave The PSP to dry at room temp for a minimum of 24 hours (much longer if it was seriously soaked), to reduce the drying time you could open the PSP up. (Not Reccomended).

Do not turn on unless it's dry or stuff may fry (cool that rhymes)

OR

Your screwed and have to get it repaired or buy a new one