'Not sure about PDAs, but I've succesfully connected up to a laptop PC.
The main requirement for the GPS is a NMEA2 interface, which they nearly all have. Mine is a Garmin III pilot, but it also worked on my old Garmin 89.
I used an old mouse cable and plug with the garmin plug on the other end (I can provide the wiring diagram if required).
There are several PC programs available to give moving map etc..
I havn't tried to used it in flight as yet and can see the advantage of a PDA over a laptop for a small cockpit.