well, i suppose i can try to answer a few of these.
1. you can buy radio shack buttons and wire them to the controller board, keeping in mind that controllers have a common grounding so you really just need a wire for each button for the current going in, but when grounding you can just ground them all to the same place. when i do portables, i have two controllers, one of which i use as the main controller that i wire my buttons to, the second i cut the buttons into pieces, and secure them where i want them to be on the case, so they are the same n64 buttons, i can just put them wherever I want, because while cheap radio shack buttons work and may even be cool looking, they don't feel like a controller. also, you can buy these mushy feeling tact switches that are all the rage these days.
2. never messed with headphone jacks, although i know if you are using the psone screen it's pretty easy. there's probably a simple solution out there though, regardless of what screen you use.
3. something like this is not worth a tutorial. as i'm sure you know, the psone screen will fry at 8.5+ volts, so to be safe don't risk anything more than 8, which is why in harshboy's diagram he uses a 7808 regulator. if you already have the wall power cord that will get you the correct voltage, it really doesn't matter what kind of jack you use, as long as you don't do something stupid like connect + to -, etc. buy something cheap, pretty much any power jack/adapter will work.
4. i'm assuming you are trying to wire an a/v out with a headphone jack, doesn't matter what pin you wire to what, as long as you get 4 complete connections (left audio goes to left audio, ground goes to ground, etc). if you have a multimeter with a continuity tester that would be extremely helpful. also you probably already know this, but rather than having an a/v switch, just wire the a/v up to your screen and the port, and then have a screen power-off switch for when it's plugged into a tv.
5. again, doesn't need a special port, if you have any sort of modding skills you will be able to use any sort of port/adapter. i don't have a link to the exact port that the psone screen uses, which i guess is what you're asking for, but again, if you are willing to modify the cord as well, you can use any sort of jack and port to get what you need.
hope this helps