The Zaurus is a sweet piece of hardware. Think of it more as a small linux box rather than a Linux-powered "Palm". It can do all kinds of cool stuff from running Apache webserver, OpenSSH, an FTP server to "war-driving" apps like Kismet and Wellenreiter that a normal Linux distro can do. It will blow a Palm away in terms of things you can do with it and in terms of processing power (my 5600 is faster than a couple of desktop machines I have).
The Zaurus does have it's downside. The Personal Information manager (PIM) is pretty crappy. Sure it will store phone numbers, addresses and scheduling stuff like a Palm, but the Palm guys have done there homework on making the interface usable and the Zaurus PIM isn't really mature yet. The Palm also has a boat-load more applications written for it, compared to the small (but growing) number of apps ported to the Zaurus.
So I usually will tell people to go with a Palm if you just want something to use as an organizer and play games on. If you are comfortable using the commandline and are looking for essentially a linux box that can fit in your pocket, then the Zaurus is an awesome tool.
My level of Linux experience is about a couple of years running various distro's of Linux. I like to think I know what I'm doing
--EDIT--
Wireless on the Zaurus 5600 is really easy. Just make sure that the wireless card is supported by the Zaurus. I have a Linksys WCF12 and it worked "out of the box".
