Well, I currently have a PSP phat, and I'm already using it with my PS3, so I suppose that answers that.
Honestly, I don't think there's any real difference. All of the PS3 integration features work just fine on my old-ass PSP phat. So I'm sure the Slim (3000) and the GO! will perform just as well in that regard. I would say stick with the Slim, since you can probably get one used for a reasonable price, and the screen is bigger. The GO! looks pretty convenient, but if you are planning on using the PSP in conjunction with the PS3, there won't be any real advantage in the GO!.