Most people will recommend the 3000 due to the UMD support for certian games, as well as a lower price tag. The Go is more expensive, but for that price you get 16GB of memory as well as bluetooth(for ps3 controllers or 3G tethering). It's your call, but you should probably post in the official PSP recommendation thread next time you want to know which PSP to get.
As for your second question, that's a tricky call to make without looking biased or breaking forum rules. To me, the PS3 can play games great, but it can also do other things like media playback and Blu-Ray reading, as well as free online. The XBox 360 does games great, and has a powerful online system that you have to pay for, but its media playback functions are very limited. I'd personally vouch for the PS3 by a large margin, but some will disagree, and it's important to keep the lower price of the XBox in mind.
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