PSY-Q is a software development-kit for the PlayStation developed by now defunct Psygnosis Ltd. The kit was handed to official developers only but has surfaced online a few years ago. The kit came with lots of concise and clear documentation, including LIBOVR46.PDF (Runtime Library Overview) and LIBREF46.PDF (Runtime Library Reference).
For a quick-start, if you're on a system older than Windows XP, just edit AUTOEXEC.BAT in the C drive to CALL C:\psyq\PSPATHS.BAT, provided you have put it in C:\psyq. If you changed the location, you will need to change the PSPATHS.BAT file as well and replace the occurences. Otherwise, if you're on XP or newer, you will have to manually add the environment paths one by one.
You can find all the documents at http://r3000a.net/docs/psx/psyq.
You can find the entire SDK itself here.
The Net Yaroze is a development-kit created by Sony Computer Entertainment. It is directed towards hobbyists and could have been bought around 1996 (Japan) to 1997 (other). It came with an access card which was used for authentication. It is just a stripped down version of the PSY-Q SDK, so I will not include it here.
You can find all the documents at http://r3000a.net/docs/psx/yaroze.
psx-spx is a document written by NO$CASH developer Martin Korth and resides at problemkaputt.de. It gives a near complete reverse-engineered documentation of the entire system.
The official MIPS architecture document can be found here. Certain topics such as load and branch delays are not elaborated on here, as they are exclusive to the PSX CPU architecture, consult the PSX-SPX document mentioned above for further information.
If you have any questions regarding the PlayStation itself, check out #psxugnd on the FreeNode network. A r3000a network is in the workings and is unrelated to this channel, but I will put it up here as well since it will have a primary PSX channel.