Heh, I have both.
Unless you really need to keep your life organized, you won't use the PDA much. The programs for PDAs don't come free as well, so you'd most likely be paying for the extra games, software, an added post purchase cost. Unless you don't mind the registration screens for most demos.
I like my iPod, and it doubles as a portable HD, and I find listening to music more enjoyable than poking at a PDA.