I think with the PSPgo Sony realized that had nothing to lose in the U.S. I actually believe that it was an experiment, since they put virtually no marketing push whatsoever behind the launch. Most people probably don't even know the system exists.
What Sony failed to do with the PSP was differentiate its gameplay experience from their console products. Playing a game on PSP versus playing it on PS2 was virtually the same experience, so nobody had any burning desire to pick up a PSP. The Nintendo DS gave people an entirely unique game play experience with its touch screen functionality. The 3DS has the same "hook" - 3D gameplay in the palm of your hand - so it will be a huge success. People will buy a 3DS strictly out of curiosity, just to see what the 3D gameplay is like.
PSP2 need a similar hook or people just aren't going to care. If it's going to be a multipurpose device it needs to be a phone as well, because that would make it something unique. The DS/3DS have amazing games, but they're only game machines. The iPhone/iPod Touch is a great multipurpose device, but let's be honest, 98% of the games for the device are garbage. The market has yet to see a product that is both an amazing gaming device AND a phone. I think Sony could really get a hold of the market if they had such a device, but whether or not they go that route remains to be seen.