For portable gaming solution then this is the ultimate piece of hardware that you can buy.Great graphics,Wi-Fi capability,Web Browsing,Sleek & awesome display.
Is it worth the price? Hmmm...well personally I still feel it is tad over priced & I would rather spend that much dough on buying a PS2 rather than the PSP.But that's just me as I am not that much into the portable gaming scene.For me it's like a great gizmo for sometime & then Ho Hum OK later on.
On the sound front,the built-in front speaker can barely be called speakers as a Nokia N73 would easily out do it's sound output.Default headphones too ain't so charming either.Haven't tried it yet but the fontopias from Sony seem to do wonders as many of my friends who own it claim to be.
Last but not the least,NO you can't burn UMD's as there is no blank media or compatible burner out there.It's a properitary media from Sony.
BTW when you said UMD stick,did you mean the actual UMD or the Memory Stick?