I just purchased what appears to be an identical cable from here:
http://www.gomadic.com/delaxx5adtom.html
The advantage to Gomadic is that if you upgrade your Pocket PC or phone, they will exchange your cable for one that fits your new device for free!
I use Verizon Wireless, and they have a service where you can get a 14.4 connection without needing a separate ISP and there's no charge except for the minutes (comes out of your voice minute pool). Personally, this is wonderful for me, since I don't use my phone much for voice and can sync e-mail over 14.4 pretty nicely. I've been using it for almost a year with my previous PPC (an iPAQ) and loved it, and it works great with the Axim as well. If you're after more robust access, you can try their Express Network plan which is 1xRTT technology and supposedly offers speeds of between 56K and 144K. They have Express Network plans that use voice minutes as well as ones that charge by the MB. Too expensive for my needs right now, but it's very tempting.
As far as other carriers go, I have no personal experience with Sprint, but several folks on the Dell hardware forum seemed pretty happy with a Vision plan that Sprint offers. There are also GPRS plans (T-mobile, Cingular and ATT) which as far as I know require no additional ISP, charge by MB only and reportedly average 40-50K.