Personally I'm not really into titles like 'OpenBSD vs Linux' and was pleasantly surprised to see that it wasn't some kind of shoot-out thread
I have nothing against Linux and if this is your only device that you use as a PDA then certainly something like Cacko is going to be far easier to use as a PDA, be more functional in a number of areas and give better battery life etc.
Your point about SD support is fair enough.. the way things are done in BSD though is to ensure that there is no BSD license ambiguity by only borrowing BSD licensed code and engineering from first principals and data sheets to avoid tainting the BSD license with GPL licensed code from other projects.
The use of OpenBSD is really more about the goals of that project. If you are into new features and rapid adoption of various types of peripherals etc. then OpenBSD is probably not for you. You will not get a rapid adoption, or for that matter in many cases a timely adoption of technologies into OpenBSD if there isn't a consensus that the implementation of that technology within OpenBSD is beneficial and has been performed correctly. This has driven many folks out of OpenBSD in pure frustration but at the end of the day you only have to look at the stability of the environment and cleanliness of the coding within the project to see the long term benefits of this over a system.
At the end of the day the controversy with GPL is a viewpoint of many BSD folks and many believe that GPL is more about imposing ones views and conditions upon others than true freedom to use software exactly as you please.
Personally I think...
if you want to use your Zaurus as a PDA then Cacko is the way to go.
if you primarily want to run X applications on your Zaurus then go either pdaXrom or GPE..
(depending upon the model of Zaurus you have and the type of X application that you want either pdaXrom or GPE could work for you better... I'm certainly not going to join in the fracas of arguing which is better but I think that currently each suit a particular type of user in their own ways).
if you want to use your old Zaurus as a PDA and Sharp gave up developing ROMs for it and your Zaurus is well supported by OZ then run OPIE.
(Note that this is really only one of the very, very many reasons that people would run OPIE on a Zaurus.. it is probably the only reason why I would run OPIE on a Zaurus though at the moment)
and lastly if you don't want your Zaurus to be a games machine or specifically a PDA but want to have desktop equivalent functionality then OpenBSD may be for you.
(other Linux solutions like Pocketworkstation may be more applicable to your needs but this is the niche that OpenBSD on the Zaurus sits in at the moment).