well you can start off by using bluetooth since it's already built in. Just make sure to get an adapter ($20 on ebay) that has LAN Access Profiles. That way you don't have to use Activesync to get online. AS already uses up half the bandwidth to keep stuff synchronized so that would limit your speeds. We know Wi-Fi is faster but no you aren't gonna get not even 4Mbps from a PDA. It doesn't have the CPU speed and bus to handle that much data. And PPC IE pages are small and you wont notice any difference downloading them on a PPC than on a 10Mbps destop connection.
www.windowsmedia.com/mobile is one example :-D