Adding RAM yourself is something definately not fun if Patrick said it would be difficult to do!

The relevant thread post are here and here.

Basically on a Mk1 it's quite easy as the IC positions are already there on the bottom, just unfilled. The Mk2 is going to be very difficult as you're reaching the limits of the layout and design. The Mk2A however is technically possible but you'd have to stick the extra RAM on top of the existing chips and then wire in the chip select lines directly to the SA.

Another point was that the protected bootloader does the initialisation of the extra RAM. You can't change the bootloader without opening up the player and shorting the write protection points. I think Mark Lord has mentioned in the past that he would probably be able to change the kernel to do the initialisation for the extra RAM but I can't find the post at the moment.