A Palm Centro was my choice, as I got tired of lugging around a PDA and a phone... In fact, I rarely carried my PDA because I preferred to only carry one device.
When I renew my agreement in a couple of months, I will probably do the Pro model for Windows CE and also GPS capabilities.
Think about it, MP3 player, phone, PDA, GPS all in slightly larger package than a phone.
I have dropped my centro quite a bit, it is not very pretty, but it is still completely functional.
I don't know about plans in your area, but another advantage here is that most plans come with a smart phone that is virtually free when compared to what you would pay for a PDA. They make up for it on the monthly fees for a data connection.
If you really fear damage, sync it regularly and get the insurance offered on it.