I think 'A Guide to the PS Store' covers all the bases.
I welcome any useful additions to the post - especially links to other useful sites - if anyone has them.
I don't think Uncharted 2 is available for download on the store. But if it were, yes, you could part-download it, switch off and continue later. Better still, if you switch off the PS3 through the 'off' option in the XMB, it will offer you the choice of switching off automatically once all downloads had been completed.
The original thread title was 'An Expert uses the PS Store'. As is obvious from the first replies. The change of name probably does make for a better - well, less idiosyncratic - subject for a long-term stickied thread.
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