Apparently you can connect a PS3 controller via the PSPgo's bluetooth interface, and it will work on the PSPgo. You have to connect a PS3 & PSPgo via USB, then interface the PS3 controller. After this you can use the PS3 controller with the PSPgo anytime.
Since you can also connect a PSPGo to a TV, using this simple process will let you play PSP games on a TV with a PS3 controller!
Might be nice for stuff like Darius Burst.