SheNinja, basically what happens is you remove it from play with something like Serene Psychic Witch (it searches the deck for a <2000 ATK Psychic and removes it from play, then it gets SpSummoned next Standby Phase), or if it's in the Graveyard, use Silent Psychic Wizard or Hushed Psychic Cleric (basically the same thing, but for any Psychic in the Graveyard, not the deck, and it's Summoned with Cleric/Wizard goes to the Graveyard).
Witch is better in the early game, since Witch will get attacked and destroyed, banishing Esper, which you summon at your Standby Phase, so you get a free card when Esper goes to the Graveyard.
Esper's novelty lies in the fact that she is a Tuner, and thus can pull off Synchro Summons with relative ease.
Heck, Cleric and Wizard can help pull off multiple Synchro chains; tune Cleric with Psychic Commander to get Psychic Nightmare, which summons Esper Girl (which gets you a free card), then tune Esper with Nightmare to get Thought Ruler Archfiend (or basically any other level 8).
In Wizard's case, tune Wizard with Commander to get Psychic Lifetrancer (get Esper, 1 free card), then use Lifetrancer's effect (RFP Wizard) to gain 1200 LP, then tune Esper with Lifetrancer to get Hyper Psychic Blaster, the Psychic's Ultimate Beatstick.
And that is just assuming you control no other monsters. If you do, you can get multiple Synchros off it. Seriously, Esper Girl is the fuel that keeps Psychic decks going.