i use the official PlayStation bluetooth:
http://www.slashgear.com/gallery/data_files/7/4/SOCOM_PS3_Bluetooth_headset_1.jpg

and its a pain to turn it on. i have to go to accessory settings, manage bluetooth device, hold down the power button on the bluetooth until it rings then press connect. is there another way doing this? i know there i don't seem to know how though.