1000 has 32MB of ram which makes some tasks slower, can have perma soft mod, no video out.
2000 has 64MB of ram which makes tasks faster, slimmer, lighter, has video out, can be perma soft-modded.
3000 has an improved screen which is a noted improvement over the first two models, can't be perma soft-modded, restoring soft mod just takes 5 seconds so it's not even really an inconvenience, has video out.
GO has video out through a different cable, proprietary USB cable, and different memory format (M2) of which I can't find in any sizes bigger than 16GB and also support PS3 controllers through blue tooth, allowing proper 240p component output of PS1 games with a PS1 friendly controller, surprisingly comfortable and nicely compact, 3000 screen.
They're all fine really but the lack of an adapter for microsd to M2 makes the GO less desirable. Getting a 2x Micro SD to Memory Stick Duo adapter and loading it with 128GB of storage can really be a delight. Be careful about removing those sticks frequently as they're very fragile.