This is a case where the PSP is about equal to the PDA, but here's a few quick points to help get you pointed in the right direction:
* No matter which one you go with you'll need to reply on multiple memory cards...you'll want 1 DVD per 1GB memory card for the best quality. For a PDA that would be SD or CF cards, while the PSP accepts the Sony Memory Stick Duo.
* When it comes to web browsers, the PDA wins for ease-of-use be it Pocket Internet Explorer (PIE) for Windows Mobile, Blazer for Palm, or one of the third-party browsers, such as Opera (paid only), Minimo (PocketPC version of Firefox), etc. However, the PSP can hold its own, as seen in this review.
* Note that a mobile browser is quite different from the ones on your PC, though. For instance, they don't handle Java, Shockwave, Flash, and such...there are plugins available but you won't have full functionality. For instance, I cannot access Yahoo! Games (the main page)...it loads half-way then PIE crashes. I believe pocket Opera can load the page, but fails when attempting to play a game. Just make sure you know the limitations going in. (Note: Yahoo mail, ESPN, and such all work fine, though you cannot play video content.)
* For playing videos, the PSP would likely be my first option as it's one of the unit's primary functions. However, the Dell Axim X51v is also a competitor...it has a 3.7" VGA screen (smaller but higher quality than the PSP) and a multimedia accelerator, things other PDAs generally lack. The X51v's currently on sale for $374, normally $499. The Palm TX would come in a little ways down the road at #3.
* For playing games, it depends...do you want to play action games or arcade and thought games? The PSP is better for the former because of the number of games ported to UMD form. With a PDA there aren't as many action games, but there is a much larger selection of games overall, some of which are free.
Hope this helps,
I am currently looking for a handheld that will allow me to do two things: Browse the internet and watch movies. I am not much of a music fan, and anything more than 50 songs on a device is too much for me. I really want a handheld that allows me to check my email, check websites such as ESPN, CBS Sportsline, and Yahoo! Sports (I play fantasy sports, and also enjoy my sports updates). I also would like a device that would allow me to carry 3-4 movies at a time. This is all I need. I know the PSP has a web browser (don't know if it is capable of handling some websites) and can play movies, I also know the Palm TX has a web browser (better web browser than the PSP?) and can play movies. Are any of these options capable of meeting my needs? In summary here are the things I am looking for in a handheld: #1-Internet Browsing, #2-Movie Viewing, #3-Music/Games (though I could do without either of those options). Any help or information would be appreciated. Thanks.