OK, quick run down... there are two current types of wireless connections. The more common is the 802.11B/G format, that is your typical wireless format that most people have in their house/office. Then there is BlueTooth, which has a shorter range, and a little trickier to setup, but offers a few benefits (such as better security if setup correctly).
BlueTooth never really took off, but it is starting to make a come back in the periperal market, namely wireless mice, keyboards, and PDAs/Cell phones. BlueTooth can be used to connect to the internet just like 802.11B with an access point (such as the AXIS9010) or a computer with a bluetooth network card installed (running as a gateway of sorts).
Out of the box, 802.11 is the easier, more solid format... and cheaper as well 9 times out of 10. However, it is nice to have bluetooth if you have a bluetooth enabled phone that can synch with the PDA (or the PDA can use the phone as a modem to connect to the internet when you are away from home).
There are also PDAs with built in phones... costly, but fun...
Anyway, I am tired... hehe, TonK PM me if you have some things you have questions about.
-Nick