To quell your fears a bit, the original PSP has an analogue nub. In most previews of the NPG you will see most people comment on how the sticks are definitely more controller like, but a bit smaller - obviously.
Killzone, LittleBigPlanet, Uncharted are all coming to the NPG and those are just the ones announced thus far. I think a lot of devs were put off FPS games because of 1 analogue stick, and rightly so. The controls would be awkward.
I might be being over analytical here, but the thing is supposed to have an OLED display, right ? well i am pretty sure the one they used in the prototypes to show people was either the worst OLED ever made or not an OLED at all. OLED's are known for there incredible contrast levels, with extremely deep inky blacks. Yet you watch any video where there is a black scene and it's not particularly black. It looks much more akin to the screens apple is using on the iPad and iPhone (Good colours but lame black levels).
Maybe, and i hope so, that the cameras poor dynamic range was making the black look greyer than it was.