No need for a protective case. They make the vita uncomfortable and it's harder to press the buttons (although for me it was)
here you can see you don't need a case, unless you like cases.
http://www.youtube.com/watch?v=rCP1vthhnPU
But I would buy a travel bag (maybe above meant with case this, so then I recommend a case) so you can put your vita and all your games and extra memory cards in it. It only has 1 flaw and that is, when you lose it you lose more than just your vita. So don't lose it :p
And definitely PS+ You are basically set with all the free games, you may need to buy a new game once and a while if you can't wait. Like I did with killzone merc and this friday with dragon's crown.
I also recommend a 32GB or a 64GB memory card because of ps+ and all the great indies on the vita, I know it's pricey. But you'll be better of if you don't like MC swapping every time you wan't to play a game that's on another MC
