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I have the Go. I bought the same deal - 10 free downloads. It's one of the best handhelds I've ever had the opportunity to hold and the RPG master of all consoles in the last 18 months. One thing - avoid the EU store at all costs if you love your RPGs. The US store is where all new releases seem to go at prices that are much cheaper. Set yourself up a US account, buy your cards from www.pcgamesupply.com (used them for 3 years now - excellent) and enjoy the RPG goodness. You can switch activated accounts in Account management from your EU and US accounts.

The only bad thing is that not all top level releases appeared as a download, although this hasn't been a problem for the majority of releases. Notably, Kingdom Hearts: Birth by Sleep, Star Ocean 1 and 2, Final Fantasy Tactics: War of the Lions, Crisis Core and Valkyrie Profile are missing. With the NGP coming, I'd suspect these will get added eventually, especially considering Square's recent love of PSN releases.

Answers:

1. All downloads are tied to your PSN ID. You can use it on up to 5 registered devices, so your PSP-3000 and your Go make 2. Free downloads are simply tagged as "bought" in the store download list and operate the same way as any other purchase.

2.The Go button layout is great for people with smaller hands. The button themselves are little too loud on the click, but thats just personal taste.

3. You use a program called Media Go on your PC. Never d/l straight to the device using wireless. It's still very easy to use and quite quick - a little like iTunes. It also backs up your games for transfer later. Given that I own over 50Gb games, I pick and choose which ones to remove and play. 

4. Games?? So many hidden gems when talking about the PSP. If you love RPGs, these are musts:

  • Tactics Ogre - my goty
  • Trails in the Sky 
  • Ys I & 2 Chronicles
  • Ys 3: The Oath in Felghana 
  • Ys 7
  • Persona 3 portable
  • Final Fantasy IV: The Complete Collection
  • Jeanne D'Arc
  • Patapon 1, 2 and 3
  • Lunar: Silver Star Harmony
  • Dissidia Final Fantasy (if you like fighting games in the FF universe)
  • Dissidia duodecim Final Fantasy
  • Phantasy Star Universe 2
  • Valkyria Chronicles 2 and 3
  • Wild Arms XF
  • Disgaea 1 and 2
Games in other genres that are excellent:
  • God of War: Chains of Olympus
  • God of War: Ghosts of Sparta
  • Metal Gear Solid: Peace Walker (the best MGS ever)
  • MLB 11 the Show
  • Resistance Retribution
  • Killzone Liberation
PS1 classics you simply must play on the PSP
  • Resident Evil 1 through 3
  • Metal Gear Solid 1 through 3
  • Final Fantasy Tactics (I think better than the PSP do-over War of the Lions)
  • Parasite Eve 1 and 2
  • Vagrant Story
  • Final Fantasy VII, VIII and IX
  • Legend of Mana
  • Xenogears
And yes, every single one of these will be playable on the NGP when it comes.