I use an IPaq 4150 (a year old now). It has wireless networking & bluetooth as standard. At home/office it links to the broadband and wifi kit along with everything else on the network. Broadband is basic NTL and the wifi access point & router is Linksys. When I'm out and about I use it to log on to wifi hotspots and, where there is no suitable hotspot, it connects to my mobile with bluetooth. It does all that while fitting into my pocket.
However I would not dream of using it in place of a desktop or laptop PC. Input is via onscreen keyboard or handwriting recognition and that is just too fiddly in my opinion. The file formats are pocket versions of word, excel etc, with only basic functions compared to the 'real thing'. I've never tried maintaining my website from my pocket pc.
Nor would I have it as my only calendar. It can very occasionally freeze, loose info, need cleaning off. I sync it to a desktop PC.
A mac-mad friend of mine uses palm, and (I think) has similar experiences.
Not all pocket pcs have wifi and bluetooth as standard, so you would need to check the specs.
As to pricing and buying. I would probably go down to PC World or Staples to see what's on offer, then hunt round the web, Watford, Novatech etc, to get the best price.
I hope this is some help. I think I've covered most of your questions. Others will doubtless have other thoughts, experiences and recommendations. Post again if there's anything you need clarified.