PocketPCs are good at some things, and poor at others. Ditto for Palm-based PDAs like the Clies.
PocketPCs are more versatile when it comes to the kinds of applications you can run on them, they're also more capable gaming and multimedia platforms. However, PocketPCs are more expensive, bigger, heavier, and have much poorer battery life than the Clies.
If you're looking for a great personal information manager that you can take anywhere and not have to worry about batteries dying, go for a Clie. If you want something to play games on, listen to music, watch movies, and so on, go for a PocketPC, just be aware of the extra cost, size, weight, and so on.
If you're used to a Visor Edge, a PocketPC is probably going to feel really bulky. I'd hit a retail store to check out the various PDAs in person so you can get an idea of the relative sizes.