you install all your good stuff via ActiveSync (it comes on install cd with pda). You just run the .exe files on your laptop/desktop while the pda is synced up. It will take care of the rest.
Dictionary wise, I've been using SlovoED for some time now and i like it, I am sure there are others. You can get demo versions on download.com but they are usually limited to like 10% of the words, or they only work for 2 weeks. But at least you get to try it out and if you like it you buy the full version.
about the sony, to be honest, you DON'T want it. First the full keyboard is really a waste, use the stylus to write your stuff, or the onscreen keyboard, worst comes to worst, buy a Bluetooth or iR keyboard. Secondly, battery life sucks, its at 4.5 hours (figure their advertised 9 days 30min a day...total of 4.5 hours of PIM work). Its terrible. My Axim gets that much with BT on, WiFi on, in VGA mode. It gets roughly 8 hours on PIM work (BT and wifi off in qvga), and double that if you use the 2200mah battery. Next, its a sony so it probably uses proprietary connectors and Memory Stick Duo. Trust me, it sucks. My first and only sony item in my house (not counting a 5 year old vcr) is my cell phone (Sony Ericsson V800) and the fact that it uses MemoryStick Due vs a standard memory (MMC or SD) its a drag.
Here are my suggestions:
Dell X50v: best bang for the buck you'll find when on sale. Build quality is pretty good (mine has fallen screen first about 4 feet on a parking lot and lived). It features everything you need and MORE from a PDA. You get the VGA screen, BT 1.2, 802.11b wifi (dual antenna), and more. One downside is if you game, like have SNES emulators and what not, the buttons are small and are a problem if you don't have fingers small enough to match.
Asus MyPal A730W:
pretty good, its an ASUS so you know build quality is good. Comes with a cam, downside: no wifi.
and if you don't mind using Linux:
i am not familiar with the specs of this sharp zaurus sl6000, but it looks cool