PocketPC usually means it runs on Windows Mobile Edition, while PDA typically means it runs on PalmOS. Dell Axim and the HP iPaq run on WIndows Moble Edition, while the Palm Tungsten and Palm Zire series run on PalmOS.
PalmOS is simpler, Windows Mobile is more complicated. So you can do more on a Windows Mobile Edition device, but it'll crash more, and you'll have to reboot it just like a crashed computer. PalmOS is very very stable. I'd stick with PalmOS.