I would quite like to access the internet through a phone, is bluetooth the only way of doing this.
 I think i'll go for either the Tungsten E (is this good?) or the PEG-TJ37. However:
Tungsten E: Has bluetooth but no camera
PEG-TJ37: Has camera but no bluetooth, and looks like it has a strange OS (looks different even though they both claim to be Palm OS 5.2.1).
So it's between the bluetooth or the camera. I could either get the tungsten e and a bluetooth phone with a camera, or can you get a bluetooth attachment to plug into the sony? And what's up with the clie os?
It ultimately depends on your own tastes. Sony enhances the Palm OS with proprietary APIs and add-ons. The enhancements vary somewhat from model to model, and I can't advise you specifically on the newer ones. Over the years, apps have required special modifications to use the extra Sony features. I owned two Sony PDAs and enjoyed them both, but both required special modifications to common apps to take advantage of their extras. Sony includes more comprehensive utility software with their devices, including a file manager, file transfer program that works through the cable/cradle, backup program, can use pictures in their address book, and others depending on the model.
I'm sure that you have heard that Sony is leaving the US and European markets. They will sell their remaining devices, and have pledged to continue to support them. However, the line is now dead. That may or may not influence your decision.
I recommend hitting local PDA vendors like Circuit City to try out each device that interests you. You may find the choice easier in person than in abstract.