The D-Pad takes a little getting used to. It felt very awkward when I started playing Mario on it, but I'm pretty much used to it now (except the jump won't register sometimes in Mario 3, which is annoying, but I think it's the game because it works fine in others). The speaker on the back is a weird deal, but it's not too bad because it's nice and loud. Unfortunately, with some games, background music is crackly and I'm not sure why. I have lots of fun with my Axim in my free time. If you want a PDA dedicated to gaming, give the Tapwave Zodiac a go. It looks damn fine.
http://www.tapwave.com/