Buddy;
Lots of choreography is set in the studio using video reference of past performances/rehearsals. Most of the time, or atleast in my experience, it is done using a VHS player which can be extremely tedious when trying to fast forward or rewind from one section to another. Another problem with VHS is the tape inside the cassette, it is very fragile and if it gets wet or rips even a little bit the tape is TOAST! Most "repetituers" will use video as a point of reference, either before they come into the studio to set choreography, which is what I prefer, or, while they are actually in the studio during the actual rehearsal process

. I did a Tudor piece two years ago and the guy (who will remain nameless) who came from the Tudor Trust to set the piece basically brought in a portable Mini DV player with a past performance of the Tudor rep he was setting and said, "watch and learn it, this is what you are doing". Not everyone sets repertoire in this manner but it is very common.
Now, the advantages of any video player that operates using a "video file" standard such as a PSP, Laptop, PDA, or iPod Video are; you can navigate video file(s) quickly and accurately using a slide bar on a time line, the devices are portable so no more of having to wheel a TV and VCR on a stand into a studio, less storage space is taken up because of no VHS tapes stacked all over the place, and best of all the video file(s) can be backed up easily onto a removable hard drive CD DVD etc. so if something happens to the file you are using all you have to do is re-copy the backed up file onto whatever device you are using.
Regarding playback devices, a Laptop is in my opinion still the best portable video file player around due to the screen sizes, audio quality, ability to play DVD, VCD, SVCD, .wma, .mov, MPEG, AVI, and most other formats using multi-region settings. However, the battery life on a Laptop is usually between 1 and 2 hours at most so you need to rely on an electric outlet, not that this is a huge problem but one to take note of. That is where these new portable devices come into play like the iPod video, Sony PSP, and PDA/Phone's like Andre's Palm Treo

. These smaller devices can play video and operate on internal power sources so you don't have to worry about plugging anything in. However, what you compromise by using these devices is usually the screen size and picture quality but they ARE getting better and better every year.
The reason I am so

happy

about the Sony PSP is that the screen size is the largest I have seen yet on a multi-format media player and you can display video in both 16:9 (widescreen) as well as 4:3 (normal), all on a 480x272 resolution display. The iPod video displays video at a 320X240 resolution display and no wide screen option is available. I don't know about the Treo or other Palm/PDA device display settings but trust me when I say the PSP screen is a thing of beauty! Oh yeah, I also like the fact that I can play "Frogger" on the PSP
Andre, what is the maximum storage capacity of your SD on the Treo? For the PSP they have a 2 GIG mem stick and are just now releasing a 4 GIG.