I use an HP Jornada with an infra-red capable phone. In the current market, any Pocket PC PDA and IR mobile will do the trick, but to be up-to-date, get a bluetooth Toshiba 750, HP iPaq 5450, Compaq iPaq 3970 or other, and get a bluetooth phone. This enables you to connect a lot easier. Infra-red needs the devices to be pointing at each other all the time and its annoying when i'm on the bus and i lose a connection. When you get a bluetooth phone they are all GPRS if I remember right, which lets you pay for the number of Kb you download and not how long you are on for. This is preferable as it is cheaper when reading web pages.
Compaq 3970 about £360
Bluetooth phone - free with a contract, or over £100 pay as you go
Net usage - about 10p GSM pay as you go, or £8 for 1Mb depending on network