iFixit

Use a #00 Phillips screwdriver to remove the four display screws.

Wedge a PSP opening tool in the location shown in the first picture, and slightly separate the metal frame from the plastic front panel.

Slide the PSP opening tool around the perimeter of the display, increasing the gap between the metal frame and the front panel.

The front panel should now be free from the metal frame. However, it is still connected to the frame, so don't remove it completely.

Use a PSP opening tool to disconnect the display cable from the rest of the device.

The PSP Go should now look similar to the second picture.

Be very careful when performing this procedure! If you put too much pressure on the display, you risk cracking it.

Wedge a PSP opening tool between the plastic front panel and display. Be very careful that you wedge it in the same location shown in the first picture.

Slide the PSP opening tool across the length of the display. This should loosen the glue binding the display to the plastic front panel.

Rotate the display 180 degrees and free the bottom side of the display in the same manner.

Gently separate the display from the front panel.

Match the orientation of the PSP logo on the display with the Sony logo on the front panel when reassembling the PSP Go.

Front panel remains.