Yeah, I found the lack of a full-time Internet connection on my brand-new Dell x51v PDA was making it impractical for me. I bought a Sprint PPC6700 PDAPhone. It's a horrible PHONE, but the ability to see all my Exchange information and to access the Internet makes up for it.
I haven't even installed the cradle to my PC, nor have I installed ActiveSync. The built-in Internet access to my Servers, to Remote Desktop, and to my VPNs pretty much gets me to the files that I need.
Note, however, that if you aren't IT-literate, you may find the PPC6700 a bit of a nuisance and overkill. You might also take a look at the Motorola Q and the Palm Treo 700, which are a bit more "phone-like".
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Note: If you are ALWAYS within range of a WiFi connection, and if you don't need a cell phone, then WiFi-enabled PDAs can make sense and save some money. But Sprint, for instance, only charges $15 a month extra (on top of a monthly phone plan) for its "unlimited" always-on EVDO Internet connection.