Well to be honest I dont think that handhelds need a good online service. Yes I know that they will get one, and as Mandark stated chances are that the next-gen handhelds will probably arrive fully ready for this "new stuff", but is this really what handhelds need? As much as I like Sony, to be honest for me Nintendo proved that you dont need to have a high-end monster to win a war, and a simple take on a non-demanding market ( handheld gamers ) is more then enough to not only secure yourself a #1 spot, but also to be one of the best selling gaming machines ever created.
The thing is that when it comes to handhelds the younger crowd still represents the biggest market from them all. No kid whom is in the 5-14 years region will demand a full-blown technology beast. Why? because they dont need it and they probably wont be able to use 20% of what it can truly offer. Yes, a working internet browser is a good thing ( so the 12 year old teen girl can check her e-mails every 10 seconds or just upload a pic to her myspace profile, a pic that she made on the gizmos built-in camera ) and a download service is also needed so the hardcore gamers can get oder goldies for less money, and also get cool new DLC, but why put in more? The fact remains that the handheld market is still a gimmicky market, and who needs more then what a PSP or DS can offer, probably already has a 3G phone.
SO PLEASE... don't overdo it! To be honest IMO the PSP, functionality wise came out a generation faster then it should have. IMHO if they add a bit of a graphical update and some built-in memory for it, the PSP2 would be ready to go. Lets be honest, except a phone, the PSP is everything else, hell, if you are near a hotspot, with Skype you have a phone to. So do we need more.... or better yet, do kids need more? NO. Handheld devices need to be simple, they dont need to be complicated. They have to be compact, efficient, fast and reliable. When you ad tons of features to the menu, it only complicates things to most users, and it makes the device less apealing.
A handheld needs to be able to play great games, to have masterpieces like Metroid prime Hunters, TloZ: PH, God of War: Chains of Olympus or Syphon Filter: LS, it needs to have some basic extra functions ( browser, mp3 player, built in memory etc.) and last, but not least, a good, affordable price. Thats what handheld gamers want, and IMO this will be the way both Nintendo and Sony will surprise us next-gen... their handhelds will NOT be the tech-dream most are expecting, but "surprisingly" both will sell like warm bread.