It seems like I saw something you could buy that you attach to the parallel port. I think it let you play backups and all regions(PAL/NTSC) and maybe had a built in action replay cheater. It was a while ago, but I think it exists. That's the only other way I've heard of besides a modchip or the swap method(wears out your PSX quickly), unless you can play it with an emu.
I found it again at the EmuShop link on [PEC], but you have to have a certain bios in your PSX. either scph1001 or scph7xxx.