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I have a PSP GO I mostly used it on the go.

While commuting I would play games on the train and use it as an mp3 player as I walked from the train station to work. I also connected it to TVs at cottages or while travelling and playing movies / TV shows that I loaded onto it.

I rarely played games on PSP at home since it had to compete with PC, Wii and PS3 games, which were games I could ONLY play at home.