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1. I heard that there are some very disturbing loading times with psp. How much will it help to have the game on a memory stick?
The UMD being optical based is always going to be slower then any type of flash device. Since the memory sticks are a type of flash memory, load times are MUCH faster then off of a UMD, so even if you own a game i'd recommend downloading or ripping the ISO for yourself and booting off of the memory stick.
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2. Whats the average size for a game (aka what memory size should I buy?)
Well there have been games as small as 16MB to over 1GB. So, really get the largest size that you can. I myself have a 512MB and that's plenty for the games I want to play, but I certainly wouldn't mind a 1 or 2GB memory stick

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3. When will we see an "universal loader"? (annoying question I know but...)
Well there has been a lot of progression lately with individual loaders and it seems that most games are able to use the same type of boot method now so a universal loader may not be too far off. It really depends on what other obsticles we come across along the way.
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4. How is the sound quality? Could I replace my iPod with a PSP?
The PSP is going to sound just as good if not better then your iPod. I wouldn't necesarily get rid of your iPod though as you may not want to fill up your PSP with music if you have limited space for games. I still use my Sandisk MP3 player instead of my PSP.
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5. Is the screen sensetive? They say that it has some kind of protection layer but on the other hand I don't trust manufactures. (My iPod got scratched after one day with the keys in my pocket)
Well it will definately get dirty

That's a fact, but I have one or two small scratches on my PSP that aren't noticeable unless you look for them. I usually keep mine in the thin cushion case thing it comes with and don't have any problems.
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6. Do you often meet ppl with a psp? (Any chance of WLAN?)
Well it depends on your area and who your friends are. Me being a high school student, a few of my friends have PSPs and some of the same games as me so we can play during class (hehe). So, I do meet people with PSPs quite often, but I don't always have the games they have and you need the for WLAN multiplayer.
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7. Any chance of putting a PSP in your pockets (will it fit)?
Well it depends on your jeans, shorts, whatever you are wearing. My jeans and shorts all have those huge cargo pockets so i've got plenty of room for my PSP in there, as well as other things (I could take my PS2 to a friends house in my pocket with my jeans

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8. Any cool accessories that I should know about?
There isn't a lot to speak of. There's movie cradles, more powerful batteries, and your normal array of handheld accessories (headphones, cases, etc.) Nothing really special. Except for the homeade stuff of course, which I won't get into that now.
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9. Is it easy to break the "umd tray"?
Well i'm sure if you opened it up and decided to shove sticks in there or maybe see just how far back you can pull it without it popping off you might have some problems. But no, it really isn't used all that much to be breakable. You just open it, put the game in, and close it. If you opened it up and accidentely dropped it (which you just spent $270 on this thing, I don't think you'd be that clumsy) then yeah it might break off. But other then that, I don't think you'll have a problem.
If you've got any more questions, feel free to ask.