Or buy Brutal Legend, his company's new game. Or better yet, both (Psychonauts is available on the XBox360's back catalog of original XBox games, and I would hope Double Fine still gets a good cut of any sales of it).
Psychonauts is also $10 on Steam. I originally played it on the Xbox, but today, I would definitely plug a 360 controller into my PC and download from Steam instead. High res and native widescreen, baby.