The problem most people have is making the choice of what gadgets to carry with them. Already carrying an mp3 player and a cell phone is cumbersome. That is a compromise of what you could be carrying, thus there is a push towards greater integration of function into devices.
The best solution, functionally, is a laptop. It is the general, all purpose, everything available platform. But it's cumbersome, too. And it doesn't make for a good cell phone and is not as portable as a cell phone (concealability, culture trend, cost, etc.)