Regarding downloading 3DS games from the eshop and installing on your SD card:
I've never owned a PSP-GO, so I don't know how well this works there, but with current filesizes hover over a gig for most 3DS games (I think?), wouldn't downloading kind of suck? What, I just stop playing my 3DS for like the 20 minutes or even more that it'll take to download a game over Wi-Fi? As it is, downloading multiple-gig games from Steam isn't awesome, because for some stupid reason it slows down my ability to play other games on Steam. And that's on a wired lan connection.
Installing from the cartridge to the SD card might be better, but until internet speeds increase I don't know how attractive the download option is.