What are you going to do with it?
If its simple time management and todo lists, Palm is most likely fine.
PocketPC tends to have more powerful software, and the X50V looks like a great one that would also work with gaming.
If you want something really really cool, go for a Linux PDA. Sharp makes the Zaurus, which are clamshells with QWERTY keyboard and great screens, battery life and some have built-in microdrives.
Linux makes them really flexible, you can program on them, SSH, VNC and do that sort of stuff if you are into it. The newer ones also have rotatable VGA screens.
You also have the option of changing to a number of third party ROM's, some of which greatly improve the functionality. Anyways, it takes a really knowledgeable user to do that, but it is a lot of fun. Anyways, this might not fit what you are looking for, but its a great PDA, I am really happy with mine.