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And, I'm not sure but I'm almost positive: The PSP 3000 allows you to swap out Memory Sticks. I think that the Go has built in memory. While the memory is pretty big, it doesn't let you swap it out. That's what I've been told, anyway.

And, the memory restrictions of the PSP are actually placed there by Sony. The console is more than capable of surfing the net but Sony limits the ability. Hacked PSP's (which I don't have) are supposed to be able to go on youtube and such with no problem.