One of the reasons I love my handheld marvel is because it is small, light and one piece. I often write on it without taking out the stylus from its sleeve. So the idea of accessories doesn't much move me.
I don't want a protective case as it would make my Palm Vx harder to make ready, I am very comfortable with its side-mounted cover.
I don't own a modem: OmniSky, Minstral or YadaYada. It would be too distracting.
I don't own a portable keyboard, as I like carrying 4 ounces and one object.
I do, however, own a Travel Kit. This item (2 cables that fit easily into my toiletry case) allows me to keep my Palm charged, Hot Synced and up-to-date when I travel for more than a few days.
If you own an accessory you are particularly fond of, let me know.