With a couple of days before the E3, has been leaked some official shots of the new PSP-4000! It will be retailed as PSP Go, and won't have the UMD reader anymore! The user will be forced to download the games from the Playstation Store (not for free, of course) even though, as rumored some weeks ago, there can be a "subscription model" to download "unlimited" games. (Of course, when you cancel the subscription, the license of the downloaded games will be revoked 
)
The new PSP has the Bluetooth (as you can see from the led on the right side, also visible in other official shots), and the keys are retroilluminated, as you can see in this video. The keys and the keypad comes out from a slide, as in the Sony Mylo
Moreover, it should not replace the current PSP model, as Nintendo is doing with the DS and the DSi.
Honestly, I don't like at all this new design, the keypad and the analog nub looks so awkard. And then... where is the emotion of keeping a new, shrinkwrapped game in your hands? Paying $34,90 for a download... are you kidding?