Normally, you would have to set one up in your own home, with a router.
BUT, there are places that offer free (or pay-to-use) WiFi.
McDonalds is offering WiFi to DS users. But the DS uses the same WiFi as the PSP. So just drop by any participating McDonalds. It'll work.
Airports also offer free WiFi for all those business men on there laptops.
Most Coffee shops offer WiFi. (Starbucks, and what not) But not all of them are free.
And heres a good one, some schools also have Wireless Internet Setup. But most put some kind of protection on it. Unless your in college?
http://en.wikipedia.org/wiki/WiFiScroll down to the part "Free WiFi".
And there you go.