Lol.. You can play online if you're smart enough. But ,

1. You can't use the games bought from stores (pirated games) AT ALL!!
2. You need to download your own copy of games online ( i wouldn't recomend public trackers as the games there are sometimes review copies etc. Get it from reputated private trackers)
3. You need to Stealth patch the games before burning them to secure them as to match a retail copy so you can play online without being banned.
4. Never play games early (downloaded games) before their retail release date.

For an average user, you should just stick around with the games you get from stores , and never attempt to go online. If you're knowledgable, willing to learn , and alittle hardworking, you can still go online with a **backup game** . Of course not from the ones sold in store...

For your budget, stick with the PS2. It has loads of titles and so on.