controlling mj with a pda is pretty easy. the basic idea is to use a web browser on the pda to interact with the "web remote" server. the pda can communicate with the "server" pc using a wireless network card or possibly bluetooth (theory untested). here's what you need if you use a wireless network (not bluetooth):
-a network accessible pc running mj 8 with web remote
-wireless network (mininum - an access point connected to a hub)
-pda with some kind of 802.11b adapter
-non proxy based web browser for pda (like eudoraweb for palm, not blazer)
for the pda, i'm using a handspring visor deluxe and a xircom springport network adapter running eudoraweb. both of these together ran $179 or so. most places have the visor deluxe for $79 and the springport can be had on ebay for $100. although not cheap, its still cheaper than many other touchscreen "remotes" (like a pronto). this is the most basic setup, but one could also use a nice color ipaq with a compact flash network adapter ($500|PLS|). they best thing about this approach is that you can use any pda that has an available network adapter (unlike my color clie). although rather minimal for the fancy pc user (but very practical), the current web remote pages are perfect for browsing on a little display.
i'm using my pda to control a dedicated audio pc. the pc is a p3 500 in a nice black desktop case sitting next to my vcr and xbox in my tv rack. for a sound card, i use a m-audio audiophile 2496 (but any card will work obviously). the analog output is connected to my integrated amp. the pc is also running svideo into the tv, so i can browse the web from the couch (using wireless keyboard) while listening to music on my hifi. the visualizations and track info pages also look good on the tv and seem to impress house guests (hehe). when i want to turn the tv off, i just pick music using the pda. despite the high geek factor, i'm find this setup to be very usable.
currently, web remote has a small bug when dealing with non-ie browsers. for a quick and dirty workaround, see the post that jimh references above.
good luck!
-brad