That depends...
Do you want something that runs Linux, can possibly run a lot of existing Linux apps, and could possibly be used for some interesting projects (outside of being a PDA)?
Or would you rather have something that is more "mainstream", where there are a ton of existing apps specifically written for it, and it has the Windows look and feel?
The Zaurus that was on sale at HSN was undoubtedly a great price for a nice machine, but the Axim is also an incredible value. Personally, I'd probably go with the Axim if you want it to be easier to use, etc. But I'm a tinkerer and have had probably more than 10 PDAs, and get new ones all the time, just to play with.