Well if ease of use and surfing the web is what you want, then I think a laptop PC is a better choice than a PDA or smart phone. But if size matters...

With a PC in any Euro city you can find WiFi all over. Coffee shops, hotels, train stations and soon many of these cities will have wifi everywhere. WiFi gives you much better performance and bandwidth than the other choices which are GPRS and 3G. 3G is rolling out in some Euro cities now and it is pretty good performance, but as more and more users connect, the performance will drop at a much faster rate than WiFi.

If you are US based, wifi is better since you don't have to sign up with a Euro phone provider. If you are based in Europe then walk into any phone store to see the 3G options.