I use an HP Jornada handheld PC. It basically has the same s/w as a palm running Pocket PC. Big difference is that it has a keyboard and as I tend to write up reports and notes using this, its a must. It also has a built in modem so I can email via my mobile from the train (initially a gimmic, now very useful). Downside is that its a bit big & bulky for a suit pocket.
In short, I guess you have to ask yourself what you want it for and when you'll use it. I used to have a Psion 3a and this was excellent - sadly, they've just decided to leave the PDA market