jdhore: the Nokia 770 is linux with a modified version of Gnome and some special libraries. I don't know about the Mylo but both the PS2 and PS3 are/will run linux.
The zaurus is nice if only it wasn't so expensive. I refuse to buy anything from Sony after their rootkit fiasco. Nokia 770 isn't quite as portable as I would hope.
I'm still looking. I'm pretty impressed by the work from the people at handhelds.org (mainly
GPE)