Ray, understood. My own opinion is that at the moment one has to make a compromise as not one of the devices on the market is quite what I would like. The Treo I use now is the only PDA that I have tried which is good enough as a phone. I haven't owned an XDA II because I really want a key/thumbboard. Also battery life on the XDA II isn't that great - I understand it has to be charged every night which isn't ideal for me. Main downside to the Treo is that it doesn't have Bluetooth for use with my Powerbook.
As for reviews, have you tried
www.gizmodo.com?
As for where to buy I'm not sure there are any real bargain places. Singapore used to be a good place, but it is no cheaper than the UK these days in my experience. Not sure about KL. If the model you want is available in the US that is probably the cheapest place. Anything/where with a service contract is going to be much cheaper obviously.