My biggest point of contention is the closed games market - get a PSPGo and you get to download games from Sony, at a price set by Sony and by the terms insisted upon by Sony. You do have to ask yourself what it is you're actually buying when you buy your games from Sony, because it isn't a physical copy of the game you're free to resell, lend to mates or let go dusty in the loft for 10 years until you rediscover it. How long are Sony required to keep your purchase available should you delete it and want to play it again at some later date? If Sony set the price point, will older games become cheaper, or will the price remain static - where's the competition? Will games be forwards compatible - as in if you spend £500 for games now when Sony inevitably release PSPGo2! will your games still work, or will you be lumbered with an obsolete, unsupported piece of hardware and no games to play on it? If, for some reason Sony decide to cancel the service, or specifically your account, how are you protected?
The same is true with all of these download services. I've spent a fair bit of money (MS Points) on XBLA which puts me at the mercy of Microsoft. As more and more content is delivered digitally (books, music, games, DVDs etc.) I think there's going to need to be a big review of consumer rights because as it stands the law seems to favour anti-competitive and anti-consumer practices.
Which reminds me, I must get around to writing to my MP about this