If you have a decent data plan, go with the latter. 3G speeds are pretty good, and ActiveSync over the air compression is superb. Messing about with ActiveSync client software on XP is far too much of a hassle for me (though Vista is great)
Go with 3G, shouldn't take more than a minute or two to fully sync and then your away!
Steve.
"They have the internet on computers now!" - Homer Simpson