That seems great if you want to keep playing a GO! as a hand held, something I could never get the hang of to play any of the Wipeouts, using the previous PSP's either.
You are better off getting a power cradle for the GO!, and some component out cables to plug into it [proper Sony ones, as I found the cheap knock- off's don't work]
Then run into into your TV, and mate a PS3 controller to it..... then you have something similar to a mini PS3 console to play Pure & Pulse on.
I was doing this till I upgraded this set up to a PSTV running the same way, except now via HDMI, the added power of the VITA chip and the high HDMI spec'd cable sure makes a big difference to the PSP games, plus using a hack to the PSTV I can also play 2048 like this.