This site will answer like 1000 threads on how to get games to work, the easiest way to exploit your mem card, how to get stuff to work, etc. This is mostly about hard drive games but you will find everything you need there, including an AR MAx save that you can load to your memory card and exploit it (without doing ten different things-it's all done for you). Point people to this when they have questions and look here before you ask questions about compatibility, etc. There are tutorials and even flash animations that show exactly step by step how to do stuff so when someone here leaves out little details you wont be lost.
PS2 v5 SCPH 30001-R NTSC
Magic 3 Mod Chip
For USB Advance/eXtreme I used a WD400 in a USB2 enclosure. I installed games with the official Windows interface and used USB eXtreme Free Edition to boot them.
For HDLoader I am using WinHIIP to install games onto the WD400 in the USB enclosure. Then I transfer them to a Maxtor 120 DIAMONDMAX PLUS 9 6Y120L0. I boot with Fully Patched HDLoader.
If you have questions, go to http://list.ps2hd.com/ to see what games work, and for easy exploits and flash video tutorials check http://www.ps2hd.com/