I am constantly on the road (in Europe), and only use my printer whilst travelling. I opted for the HP Deskjet 350 with Infrared/parallel conectivity.
Benefits:
On board rechargable battery, hence can print anywhere.
Infrared port takes beamed documents. It can be adjusted so as to take the signal from the side too.
Prints relatively quickly.
The ink seems to last for ages. (still on my original cartridge)
In colour too.
Trouble free. It lives in a shoe box in my suitcase, gets turned upside down frequently, switch it on and it prints fine every time.
ALSO: once I was careless with it and broke the front panel and HP replaced the panel for me for free in 3 days, pick-up & return.
Downside:
weight
2.6kg/5lbs) on board battery makes it heavier than others.
I had a super lightwight one by Cannon that got stolen. No big loss as it was painfully slow to use, used loads of ink cartriges, and didn't like travelling (i.e. being 'up-ended')
I do not feel the need to upgrade to the latest version that also offers bluetooth, as the point and beam infrared works fine. If this one was stolen, I would replace it with the same version. But i would be interested to see other posts.
The other option used by some of my colleagues is to fax documents to the hotel's fax machine.
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Ipaq 3870 with bluetooth, Print pocket CE,
HP Deskjet 350 infra red
I downloaded the HP print add-on and it worked fine too.