If you're in America, then you shouldn't have any trouble downloading games from the PSN. Over here, its always an issue. Plus point is, American PSN are always quick and efficient. You can't go wrong with both model. PSP 3000 means you'll have a good collection of physical games in the long run. For PSP GO, the convinience is there, but who knows if one day the internal memory might go corrupt. A reset would only mean all your games be gone too.

However, I'm a bit more inclined to get PSP GO since downloading games can be easy and probably cheaper than umd.