I'd say PSP Go if its going to be your entry handheld IF you are tight on budget so you can download your games, get a 16gb M2 card to max capacity.
PSP 3000 if you have money to spare for the UMDs or already have UMDs (if not download them).
To me, they are both quite similar for use. You'll need to test them out to match your preference.
I see 3000s are cheaper than the Gos (that's when I had to search them on ebay o.O).
I chose the Go as I didn't want to accumulate another physical library (I finished my GBA library and slowly building the 3DS one) and was much more happy with the idea of downloading the games. I take it with me since I do travel quite a distance for work with a portable charger since it lasts roughly 5 hours or so for me. It actually fits and is much lighter than the previous models when I store them in my pockets. Hate the feeling when your pockets are way too heavy and it drags your pants down.
Control wise, I have larger hands and took a while to adjust my hands in a comfortable way to play it. I noticed for myself that my right thumb resting on either square or cross button is usually bent sharply and can cause cramps. By moving my elbows more outward, the position is much more comfortable as it forces your hand to be more apart and putting it in a natural position.
The only thing that bothered me about the Go is the lack of colours as it only comes in black or white. You'll have to order online to customize the device yourself which I plan to in a black and red
And the fact there's not much accessories
I didn't choose the 3000 because I find it was a brick in my pants (looks wrong) and didn't fit in my other pockets (I do keep other stuff in there). The problems with the screen and possible issue with the UMD doors that people described. It has a nice range of custom appearances
Not everything that is bigger, is better lol