Before buying a PDA, read what the owners of the one you're considering buying are saying about it. Check out
http://www.brighthand.com/ . Also take into consideration how well your PDA is supported with accessories. There's a good chance you might want to add things like a keyboard, thumb-board, camera, GPS, etc... But because every PDA has proprietary expansion ports (except the CF slot in many cases), you'll want one of the more popular devices.
Personally... I started with a Palm V then went to a Toshiba e740 (Pocket PC). Now I'm looking to sell that in favor of a Samsung i600 SmartPhone. I hate carrying around a cell phone and a PDA.