I know lots of people like to shop through eBay. Me...I'm more of an instant gratification shopper and want to leave with the technology in hand so I bought mine at Circuit City. Any store like that will give you a variety of good choices.
The big decision will be whether you want the traditional palm pilot technology or the pocket pc format. They both have their pros and cons.
I picked the iPAQ because it was most like the Microsoft format that I am familiar with. Easy to use - very intuitive - if you are used to the Microsoft Office programs it will be an easy transition. I can't really tell you how it compares to the palm world with brands like Zire as I am not really familiar with them. Perhaps others who have made a handheld purchase can tell you why they chose palm over pocket pc or vice versa. What I can tell you is there seem to be many more people who are using the palm format for paperless caching as compared to those of us using pocket pc.
Perhaps you would want to be brave and join the smaller group of us - LOL - or maybe not. I'll let you make that call