Just received my black PSP Go, first impression is the build quaility, it is excellent, much much better than my wifes Nintendo DS (the hinge broke within a week). Have just registered for the 10 free games and downloaded a couple of free demo's to keep me busy. Onto the fact that you can't use UMD's is the reason why I bought this version, when I'm travelling I don't need the extra space and weight of carrying a shed load of discs, the prices of the games on the PSN also are not that bad at all either. All in all I am very happy with this purchase.
Edit: How to get your free 10 Games
I see that a lot of people are having trouble getting the 10 free games, so here is a simple how to:
1) Open up and register on PSN network (this can be done on the PSP or on your normal PC/Mac) - I can't put the address down on this review as it won't let me, there is a leaflet in the box though with the address on it)
2) Once you've done this enter your PSN login details on your PSP Go, this will then allow you entry to all the downloadable content. What you are looking for is the catergory labelled - Latest
Then find the theme that's called PSP Go Theme
That's it, an email will be sent to the email address that you input to your newly created PSN Network ID, I did mine on Friday night and got the code on the following Monday morning.
Once you receive the code you can then either input the code onto your PSP Go and download the games direct to the machine which is the slow way as it's roughly 10GB worth of freebies, what I did was to use the disc that came with the PSP Go and install MediaGo onto my PC, then I logged into my PSN via that and downloaded onto my PC (much much faster, still took overnight though!) and then transferred over to my PSP Go that way.
Hope this helps people