-Ive never used Avantgo, so cant help you there.
-With Vista you cant use Activesync, you need Windows Mobile Device Center. Google it for download/info. Its backwards compatible with older devices, so it should recognize your x30 just fine.
-Check out
http://wifi.aximsite.com/axim-03se.html#_x30 for help on wifi connections. You need to make sure your router is broadcasting wireless b. Many routers are wireless g and now new routers are wireless n. But all of these routers should have backward compatibility to broadcast on wireless b also.
-Once you get WMDC working, you should be able to sync.