I use a Dell Axim X5 with the Ultramote sfw and Extender plugged into the top CF slot ($30). Great range for the IR, over 25 feet straight on. About 20 feet at a 45 degree angle. Check around for a PDA with "good" range off the built in IR, most have very limited range (less than 5 feet). The Dell has a top IR device. Check the Dell forum for newer models that may have better built-in range.

The Ultramote software is okay. Works fine but if you want good looks you'll need to build your own templates which isn't too hard.