Any sdk for videogame consoles/handheld are free?

is ps1 sdk free? ps2 sdk? psp sdk? any others?

No, furthermore you will need to pay licensing fees, as well as find a publisher in order to release your game.

For an indie dev just starting out with no money, the only realistic way to release a commercial game is to develop one for PC/Mac, or iPhone. Luckily, Unity makes this entirely possible.