I carry a Palm handheld, I love it.
As to 3rd party software that I use with it…
Trip for keeping my car mileage to keep the tax man happy.
http://www.handshigh.com/html/trip.html
AllTime, it is much better then the built in date book
http://www.iambic.com/alltime/palmos/
A few other things, but that is the two main ones.
I basically use it for an address book, my schedule, notes, and care millage.