I have a Dell Axim X51 with WM6. I use a GlobalSat BT-359. This is a bluetooth GPS with SiRF III chipset. Very nice and reasonable on E-Bay. For software there are many freeware progs to choose from:
BasicGPS is a good GeoCache Prog (no maps, but will display cache info..made for geocaching)
OpenMobile Maps is OK but not a GeoCache prog (maps only)
NaviComputer is OK and will let you work with GPX files (has the ability to download and display maps).
hope this helps.