Asus do some great deals, very cheap too. I wouldn't be put off by linux since it will do everything, browsing wise, that you want to.
If you need to run win stuff then you can install wine, and then run it through that. Otherwise you can install VirtualBox and run winxp inside a VM on your laptop. Very trivial operations, very do-able.
Why pay the extra dosh for windows ? Avoid vista like the plague, it really is a resource hog and laptops tend not to do well with it.
Personally I use my iPhone for what you describe. 3g broadband, as well as free use of all O2 hot spots. If contract and call rates are an issue then really a cheap and cheerful ASUS laptop would do. Don't be scared off by linux. After you've enjoyed free software it's very hard to go back to Bill Gate$ and hi$ army of darkne$$
All, very much, imho of course
