I've got a PSPGo and I have to say they are pointless if you only use them in your house where you're likely to have a console or gaming PC. If you don't have a console then the Go still doesn't make sense unless you travel because you can buy a 360 for almost 100 quid less and get a few games with it too.
Good for travelling as it has a few decent games to entertain you on the train or something, but definitely not a sit at home and play type of thing. Same with the iPod Classic, I wouldn't sit at home and watch a film on it when I've got a TV.