I love my PDA, but found that I didn't use it often enough to carry it around with me everywhere. I switched to a small notebook with a page for my current projects for the week (generated during my weekly review) and a page for each of my contexts. I use the blank paper in the back as my capture tool for processing later. It works well for me because I can be very focused on the minimum next actions I need to do in any one context without being overwhelmed with everything I could do in that context.
I now use my PDA for my inactive projects, someday/ maybe list and reference. It works great, especially with my inactive projects. Once I'm done crossing the next actions from the active projects list in one context, if I have more time in that context, I can access my inactive projects on my PDA. I can then move forward on projects that I'm not committed to that week, but have the time to pursue due to the context I'm in. I was able to use it recently when I was stuck in the airport for a two hour layover and had nothing with me but my cell phone and PDA. I was able to move forward on planning a vacation for the following month that wasn't even on my radar yet. I had done some research, copied the info onto my PDA, and so it was there when I had a few minutes to spare and I called to make reservations for hotel, dinner and a few activities all at once.
I can also reference addresses, directions, project plans, gift ideas, etc. at a moment's notice, which means lots of actions are two minute actions instead of projects to begin with.