I have a Handspring Visor -- uses Palm software, but the hardware is more versatile and it's cheaper ( http://wwww.handspring.com). The calendar feature is very handy once you get used to it. You can also buy a folding keyboard ( http://www.targus.com) and word processing software (Wordsmith, at http://www.bluenomad.com) for the Palm.
Part of the equipment is a USB cable and "cradle" that connects your PDA to you computer, and a CD that enables them to talk to each other. So you can enter data -- appointments, memos, whatever -- either directly onto the PDA, or via computer, and have them saved in both places.
I think being able to coordinate your calendar via modem would be a great idea. My Visor could support a modem but I haven't wanted to spend the extra money or learn how to use it.
I got my Visor on eBay for $170 including postage, but I had to wait a while. eBay tends to bid consumer electronics up to retail prices, which is kinda pointless.
My Visor replaces a memo pad, calendar, addressbook, diary, prayerbook and a big stack of magazines. If I didn't have it, I'd be carrying a backpack to work.
My PDA story: I left it in my (locked) desk at work and went off to lunch, thinking: "I don't want to write anything today, I'll just read a book." So, naturally, on the way down stairs a poem occurs to me. I end up writing it on paper napkins with a glitter gel pen.
I transcribed it on the way home.
GentlyFeral