Hi Tan,
First question is have you used a PDA before, if so what Operating System, see below. Do you have a phone manufacturer preference, i.e. Nokia or none. Do you want buttons or touch screen dialing? The latter is important from the point that greasy fingers dialing on screen can be annoying (read fingerprints) when using the screen for writing/viewing.
I'm a fan of Sony Ericssons. Got a P900, have considered the P910, and am now waiting for the P990 (Wi-Fi enabled), due May this year. SEs run Symbian OS, and the P990 will run Symbian OS 9.1 UIQ 3.0. The OS will be a big factor and will probably help you ultimately deicde what to go for.
Other options will be a Treo which (I think) run Plam OS though don't know which version. Give them all a try they all have their quirks.
You then need to consider what if anything you wish to synchronise with, Outlook Express, Outlook, Lotus Notes, ... Check for support of your favourite mail tool, address book, calendar, other tools (journal, jotter).
Will you want to synch with 2 PCs or just one (some restrictions on this)?
Just some of my considerations, so hope this helps.