Important Consideration Somewhat Important

Important Consideration:
ConnectivityDon't expect e-mail or Web access on a very inexpensive entry-level device. Mid- and upper-range models might include Bluetooth, Wi-Fi, or an integrated phone connection. A PDA that connects to the Internet can be very useful for checking e-mail, messaging friends or clients, or surfing the Web.


Somewhat Important: Screen and Resolution
Expect color on all but the oldest or very cheapest handhelds. You will, however, see a difference in screen resolutions: Cheap Palms have 160 by 160 screens, while midrange and expensive models boast 320 by 320 screens. Some high-end Windows Mobile devices have quarter-VGA (320 by 480) screens. BlackBerry devices have high-resolution screens of unconventional resolutions.
In general, you'll want better quality if you plan on viewing or capturing video and still photos, playing games, or simply making heavy use of your device.

from http://tech.msn.com/products/article.aspx?cp-documentid=2746114&page=4