Are there any "catches" to the connectivity options?

Yes, there are several issues with the available options. Not all wireless networks support the connectivity devices. For instance, many of the cards will only work with GSM phones. Many of the wireless modems/cards will only work with certain services. One example is Ricochet (mobile data access service at speeds of 128 kbps) which is a modem and a service all in one. The choice of which connectivity device to pick is therefore not only limited by the PDA or handheld, but also by the types of networks that are available in the region.