For those interested in playing the older Monster Hunter games, the psp would be the way to go. The only MH game to come out on ps2 US is almost useless right now because SMAPS discountinued the online service on January 1, 2008. So in terms of playing all the games for the start it is impossible (unless you have a japanese ps2[maybe]). I don't know if the original Monster Hunter in Japan is still going (online wise), but it can do so since the server is actually run directly from Capcom (lucky Japanese). You can still play MH US version on ps2, but the online part was almost the whole game so it's not really worth getting into right now, but as a MH fan for me it's worth keeping.
Waiting...waiting...waiting...waiting patiently for MH3 : p







