PSPGo joined my trusty GBA Micro as my favorite handheld systems of all time.
I play my Go more than any other portable gaming device (iPhone, DS, GBA).
The system is beautiful, the screen is great and the controls are responsive. 16 GB of built in memory gives it plenty of space for games/movies and it is easy to switch them out via Media Go as I need to. I much prefer the ease of having 15 or so games on my system at once, all ready to be played at a moment's notice rather than having to carry around UMDs. Plus, without the drive, it makes the system so light and easy to hold in any position.
Sony should have definitely offered a way for people to trade their existing UMDs in for digital downloads, or some type of comparable program and really dropped the ball with that measure. But it doesn't chip away enough of my love for the Go to discourage me from enjoying it.