hi, I'm also in the UK and would simply echo everything Andrew has just said. I use a Compaq 3850 (I think) which works just fine with PDAWin and the EDV IR extender. The only caution I would raise is that the PDAWin/Electric Dog sites say something about needing a newer version of the IR Extender to work with the Axim. I don't know whether Laser is shipping the new version or stock of the original (i.e. not Axim compatible) model. I got mine from Laser and it works fine with my Ipaq. unfortunately I'm away from home so I can't check to see if it has any model information on the label.
Ergonomically, the EDV IR extender is not perfect, and I'm resigned to having to replace it every know and again if the light source gets broken off, but it's been fine so far.
As an alternative to the Axim, there are plenty of older model Ipaqs out there on ebay (some new and boxed).
I'd also recommend Tonto ahead of the ProntoEdit software. It doesn't have an emulator (that I'm aware of anyhow), but it's easy enough to download and run it on the PDA.