Calorie King has a program for Palm, I believe. I don't know if it's good or not because I don't use a PDA, but I buy the Calorie King books every year and they're the best IMO.
I have a friend that uses Calorie king. I must admit that she has spent some time adding foods, but she does like it. I know it has exercise intergrated too. I also don't think it is terribly expencive, but I think you can get the trial for free.
-L
FitnessSoftware.com The system does a lot more than just count calories. The Palm verision interfaces with your desktop to carry shoping lists and workout plans too