Another good grunge set is at Simply Brush. I just found another site called Brushes by Pange which HAS TONS of PSP only brushes that you can download individually or as sets.
I have found that some to most Photoshop brush places allow you to down load image paks which you can turn into PSP brushes. But you have to make sure it says image pak. One of my favorite brush sites that I can't use though is Vbrush (

) I wish he would make them PSP compatible.
As for filters I would HIGHLY recommend Eye Candy 3.1 if you can find it for free. Superblade Pro is another one I use alot. I have Gregs Factory Output, Paint Engine (just got), Virtual Photographer (another HIGHLY recommended).
There are tons more just do a search here or google. I know there is a thread here somewhere that lists more. The really good ones though cost money such as Eye Candy 4000 (not sure how different from 3.1)
HTH,
Tina