I too have found Pocket IE to be quite limited, but there are two plugins that may help: Macromedia Flash Player (free flash player) and Super Waba (free Java support, downloadable by clicking here. Those two should at least put a dent in the issue of limited functionality. There are also third-party browsers for the PPC, but their either buggy (like Mozilla's Firefox cousin Minimo, currently in early Beta) or fairly expensive (the premier NetFront costs $30). But, they may be worth a try.
Another thing you probably noticed is that some sites discriminate against those who aren't running IE6.0. (I believe even Yahoo still forces PPC owners to use the old mail interface.) To fix this, you can trick websites into thinking you're running the latest version by modifying your registry. (NOTE: It's best to be careful when modifying your registry, as it can cause problems, but this particular edit has caused no grievences to my knowledge.) Normally I recommend the free program TRE (Tascal Registry Editor), but the author's site is currently under construction. Thus, you'll need to use another one, such as the one included with Resco Explorer (listed below). Completely close IE (NOTE: Using the ''X'' typically doesn't close a program...it just hides it. You can close a program by going start->settings->system->memory->running programs, then selecting and stopping it. The program Wisbar, listed below, is one of many that can fix this hassle.), then in the registry editor, navigate to ''HKEY_LOCAL_MACHINE\software\microsoft\windows\currentversion\internet settings\user agent'' and ''HKEY_LOCAL_MACHINE\software\microsoft\windows\currentversion\internet settings\5.0\user agent'' and modify the value of ''Version'' to ''MSIE 6.00''. Exit out, launch IE, and websites should now see you as running IE6.
Since you're new to Windows Mobile, and have realized how limited it is, I'm going to list a few programs that may make your PPC seem more like your PC. They have made my PDA much more enjoyable, and hopefully they'll do the same for you.
* Resco Picture Viewer ($25 after 14-day trial): Self-explanatory.
* Microsoft Money 2005 (FREE): A pocket version of MS Money that's syncable with the PC version. Although it's also pretty limited, compared to the PC version, you can't beat the price.
* Weather Panel ($13 after 15-day trial): Keep your current weather and weekly forecast on your today screen.
* Mapopolis: The mapping software (generates maps, directions, and locates businesses/addresses) is free, but the maps expire after the 9-day trial period. (If you're going on a trip, just download the maps for the counties you need the day before...if it's not a long trip, each map won't expire until after you return!)
* WordBook ($20 after 14-day trial): Technically a taking dictionary, but also includes a lot of information expected out of an encyclopedia. After the trial end, it's still usable, but presents a nag screen upon launch.
* Airscanner Mobile (FREE): While they don't look like much, the firewall, antivirus, and encryption utilities get the job done.
* NiceStart ($10): Great fraphical replacement for the standard password screen, which includes the ability to have the device perform a hard reset (wiping all data) if the wrong password is entered XX number of times as an added security feature. The demo is fully-fnctional and never expires, but does present a nag screen upon each successful login.
* Wisbar Advanced ($10): Don't like the Windows 95 look? No problem! This utility lets you skin the start menu, task bar, buttons, etc of Windows Mobile, and the installed programs. Just choose from one of the dozens of available skins (including some that look like Windows XP), then customize everything you want displayed! If you like Wisbar, but don't want to buy it, the older version is available for free. While it lacks a few of the advanced features and isn't quite as polished, it still gets the job done.
* Resco Keyboard ($25 after 14-day trial): This program will provide you with a keyboard that'll match your new password screen and skins, as well as a built-in calculator for easy calculations.
* Resco Explorer ($25 after 14-day trial): A much more powerful/advanced file explorer, which also includes a Today screen plugin for shortcuts and info concerning remaining battery life and memory (RAM, ROM, and storage cards).
Even if you don't wish to purchase anything, I'd suggest giving all of the above a try. Then, for even more software, you'll want to check out Handango, which has by far the best collection of software for the mobile user.
Now you can enjoy your ____th (;)) birthday present even more!