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Getting started with Mobile Computing

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I'd like to select a mobile device for the purpose of educating myself about mobile computing. Being both an experienced Java and .NET programmer I would like to buy a device that supports both J2ME and .NET.

I'm having trouble deciding between a PDA and a phone. Any thoughts?

Are some devices, like Pocket PCs, primarily intended for .NET applications while others, such as Palms, intended for Java applications?

If so, can I download a free JVM for a Pocket PC and run J2ME applications? Can I download the .NET framework for a palm (I suspect not).

I'm so ignorant, I am only using palms and pocket pcs as examples because I am not aware of other types. (Pocket PC is really not a model or brand -- is it?)
Consider Paul's rocket mass heater.
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