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The idea is its portable  , but I guess it depends on the size of your pockets |
Yes that's it. The main idea is that you have a mobile phone:
Samsung i740 – 109 x 59 x 14 mm, 125 g
PSP - 169.4 x 18.6 x 71.4 mm, 189 g
Smaller even than PSP, as you can see. So you just pull it fro your pocket and started to play. And moreover it's still your phone - you can answer messages, calls etc.
And of course its free. But there are special version for donators which special features.