Topic says it all. Which do you use of the above and why?

I personally use Palm. I like palm because it is generally a WHOLE lot cheaper and it's a bit more simplified for just doing basic tasks and the occasional game. (And I like graffiti provided that I have the Graffiti Anywhere software and the Digitizer updated.)

I kind of would want to have a Pocket PC 2002 or a Windows Mobile 2003 device, but they just seem really big (not really pocket size) and pricey (the idea of paying $1000 US for a palmtop isn't too appealing).

It depends on what you use it for. I have a palm, but it is used mostly as an address book. If I was going to get heavy duty into and use a lot of features, I might consider the Pocket PC, especially since it sync's mail with Exchange 2003 over wireless now (assuming the server is properly configured).