Best fighter to hit the consoles (I assume you mean this generation of consoles)? It's good, it has its quirks (Ultra is kind of gay though since it charges up so fast) but it's decently balanced. The online is pretty good. It's not as good as HDR (Buggy as hell) but I've had about 150 matches...
Because people love them (And I love to laugh at them)...the tear list for SF4 as posted in the Prima book.
S Sagat
A Zangief
A Ryu
A Fei Long
A Balrog
A M. Bison
A Blanka
B Rufus
B Akuma
B Seth
B Chun-Li
B Gouken
B Rose
B Ken
B Sakura
C El Fuerte
C Gen
C Abel
C Dhalsim
C Guile
C C. Viper
D...
http://shoryuken.com/: Markman's feature on the sticks.
They aren't fully Sanwa but they're decent. You can also easily mod them if you don't care for the Madcatz parts.
Data...if you mean like saves, you can just save them onto a zip drive (Once it's been formatted to FAT-32, I believe). Downloadable games can be redownloaded up to 5 times. And you could try emailing Sony to ask for your password...
Ookay because if it's a yellow light, it may have been a heat issue. I had the same issue before and had to send it in (Ugh). Don't know how much air they need but I give mine a lot now.