Here’s what’s important to me, somewhat in order:
Easy to use, I am definitely not a techie.
Able to download all my music: itunes and CDs
Able to download any other audio files, things like books on tape
Able to download and modify written files: papers I’m writing, articles off the web
Not important at all: games, photos
For your audio applications, you need an iPod, not a PDA. An iPod would have much better battery life and easier to use. And it’s more flexible to have separate devices - for example, if you use up the iPod battery it won’t affect anything else.
As for writing and editing documents, what situations do you have in mind? It’s a pain to write or edit files on any PDA because the screen is so small. A laptop would be much better.
Reading articles is practical, because reading is a sequential action (top to bottom, not jumping around). Any Palm would work, but if you can afford one with a high-resolution screen, it would make a lot of difference. (Standard Palm display is 160x160, but high-end models have 320x320 or 320x480.)
What SCR said. A PDA would be very inefficient and clumsy for the uses you specify. A small notebook PC would be a much better choice.