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Microsoft has a record of "persuading" manufacturers who license Windows to use their other software as well, so it's no surprise that the traditional PC companies entering the mobile handheld market are using Microsoft's operating system. It's gone by as many names as it has major overhauls: Windows CE, Pocket PC, Handheld PC, Windows Embedded, Windows CE .net, Windows Mobile, etc. The "Windows" name and logo imply that it would somehow be a better and "safer" companion for the Windows software on your desktop, but it's really no more "Windows compatible" than any other mobile OS.
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Symbian OS is a rock-solid, multi-tasking graphical operating system, designed for pocketable devices, with a long history in the European market. It has become one of the OSes of choice for high-end mobile phones, such as those from Sony Ericsson and Nokia, which can include PDA-style applications, wireless web browsing and e-mail, wireless gaming, Java, and more.
Runs programs flagged on this site with this icon: 
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RIM BlackBerry users often use the phrase "cold, dead fingers" when describing the terms in which they'd give up their "crackberry". RIM's key innovation is the Blackberry's always-on wireless e-mail capability, which RIM has gone to great legal lengths to maintain, and with phone capabilities it seems like they've incluced everything but the kitchen sink. Most models include QWERTY keypads which are a good alternative to scribbling or tapping on the screen.
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The iPhone and iPod Touch have been something of a revolution in the handheld market. They run a scaled down version of the Mac operating system with an elegant user interface based on multi-touch technology. Now that the devices have been (partially) opened up to third party applictions, there's a wealth of inexpensive software available for them. Oh, and by the way, you can also play music and videos on them, and the iPhone can make phone calls as well.
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Google's Android is similar to Windows Mobile in the sense that Google is producing just the software, and leaving the hardware to other companies. What's very different is the fact that they're developing and publishing that software as open source, so anyone who wants can use it, and customize it. It also makes it easy to develop applications for it.
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PalmOS is remarkable even just for surviving, let alone remaining a viable platform. Usually when Microsoft tries to take over a market, they steamroll the pioneers who blazed the trail. But the wide variety of devices from various manufacturers using PalmOS (including handheld organisers and laptop alternatives, and smartphones) are still very popular, and available in a wide range of prices. There are thousands of third-party programs, plus add-ons like modems and keyboards and keypads and cameras and so on.
Runs programs flagged on this site with this icon: 
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Or adopt an orphan. The current crop of mobile devices aren't the first; they're just the first to find a large enough market ready to use them. Many of the earlier ones had pretty good features, and since they're now considered "obsolete", they should be fairly easy and inexpensive to pick up second-hand. The fairly recent Sharp Wizard and Psion Series 3 and Revo/Mako/Series5 line were (and still are) quite useful. The original "PDA" was the Apple Newton, with handwriting recognition. It got off to a shaky start, but was improving dramatically when Apple changed strategy and dropped it. The Poqet PC was a real DOS PC with a real keyboard and PCMCIA storage, in a case smaller than a VHS cassette, that ran for months on AA cells. HP's LX computers were small, DOS-compatible machines with a still-loyal user base. Atari made the DOS-like Portfolio. Casio's Boss wasn't bad.
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The smaller Unix-like operating systems should be able to run on any machine powerful enough to run Windows CE. With that in mind, efforts are underway to port the open-source NetBSD to run on Windows-CE-compatible hardware.
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my personal selection