I'd like advice RE a PDA to use primarily as an organiser and mp3 player (so must have 3.5mm headphone jack).
Thumboard is a must, I can't abide on-screen character recognition.
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Based on your requirements, if you consider a Zaurus, I'd say pick up a used C-860, put Cacko on it, and maybe look at the kdepim apps. You can put a big CF card in it with your mp3 files (or ogg if you use something like kino). It will be solid and easy to use.
If you can get by without a built-in thumboard, you could consider a Nokia n800, which would allow you to use a bluetooth keyboard and has built in wifi. Mp3 playback works great. There is a choice among the internal as well as user developed apps. The N800 also hides it linux roots fairly well if you don't want to take advantage of it.
If you don't care about any keyboard there is the ipod touch (I don't think it has bluetooth). You should get the pim and media capabilities you want. Of course you would need to be among the majority who crave all things apple -- which I'm not.
I think the Zaurus 860 with Cacko should make a cheap (used) and dependable platform for pim and mp3. The C-1000 would be more expensive, but is really only useful if you want the full zaurus experience of changing roms and getting your feet wet with linux.
I haven't used a Palm in years so can't comment. A pocketpc would satisfy your needs, but I don't know if they have thumb boards.
hth