Depending on the type of phone / PDA you have (A BB for example), can browse regular HTML sites. I have a phone running Windows Mobile 2003, so I just bookmarked the flight status pages so I don't have to wait for the transfer of the first page of the web site onto my phone. this works about as well as anything I've found.

The bigges tproblem you'll probably find is that even the web sites don't always have the latest information. In your example above, until Delta officially delays your flight, everything will show on time. I don't know of a web site which connects inbound flight delays to the next flight that tail number is supposed to fly.