For some reason we did so without a memory card. We picked up a Sony branded stick the very next day.
In this new age of hard-drives and on-board memory, those memory card worries have become something of a side concern. You get plenty of storage space on a new PS3 to save your games, download some videos and much more. It's not a problem.
Storage was always going to be a concern on the Vita, but those looking to side-step Sony's expensive memory format thought they'd found a saviour in Sony's propriety game cartridge format. The media, it was promised, would allow space to be reserved for saves and DLC. So technically you wouldn't need a memory stick to save your progress on PlayStation Vita.
Unfortunately, not every game will include the capacity to save games on the cartridge, making a memory stick pretty much essential. It's the messiest thing about the PlayStation Vita so far, with games such as: Uncharted: Golden Abyss, @field, Dream Club Zero, Disgaea 3 Return, Hot Shots Golf 6, Monster Raider and Ridge Racer all requiring a memory stick. Everything else at the Vita's Japanese launch will have save functionality built into the cartridge.
It's rather unfortunate and a bit odd to be honest. While the cheapest stick will be probably available at launch for a few quid, it's an unfortunate additional expense. Here's hoping Sony has the forethought to throw in a 1GB stick with all new systems, or failing that, retailers decide to bundle in a stick as a kind of pre-order bonus.