I like the Palm Tungston but have also looked at the Sony unit.
First, there are basically two competing 'families' of PDAa: Palms (which include Sony) and Pocket PCs. I don't know that much about the Palms, except that they used to be cheap and cheerful and the batteries lasted for weeks, whereas the Pocket PCs were more expensive, but had more facilities that drained the batteries faster.
However, over the past couple of years that distinction has been virtually eliminated: I understand more functionality has been added to the Palms, including colour screens, the battery life has dropped and the prices have risen. On the other hand, the price of Pocket PCs has come down drastically.
I've been looking at PDA's mostly for the address book function / contact list function. I keep my contacts on Outlook on my laptop but its a pain to power up when I need to make a phone call on the road.
I would suggest that if easy and automatic synchronisation with your desktop Windows PC is a priority, and you have no conscientious objection to throwing yet more coppers into Bill Gates' pocket, you should choose a Pocket PC.
I also would like to get one of the map programs available for PDA's. I have that on my laptop also, but having to power up my laptop to look at the map is a pain.
If you mean simple maps, Microsoft Streets and Trips might be of interest:
If you mean one of the GPS navigation systems, Dell (UK) has one on their main Handheld PC page:
I wonder if the prices will come down as we get closer to Christmas? It would be nice to get one on sale!!
I don't know where you live, but if Dell is available, their Axim Pocket PCs offer the best 'bangs per buck' by far. They often have special offers.
PS: I don't work for Dell!