All Palms go into "dead" mode (won't turn on, etc.) when there is actually a small amount of power left in the battery, and they use that small amount to keep the data alive for days if not weeks. This should give you enough time to get it charged again if you are a responsible PDA user. So if your PDA is losing data frequently, either it is slightly defective, or you are being really careless.
However, if you are asking which Palms have nonvolatile memory, the only choices are the T|E2 and T|T5. The E2 is cheaper.