I spend a lot of my day out of the office and have been working on ways to stay more productive while I'm not at my desk.
A good cell phone is a must. Don't ask me which one that is, I've been selecting irritating telephones for the last 10 years. The last one I had that worked consistently great was my StarTac. I'm on a RAZR now and it's passable. It's a good indication how busy my day was if I need to recharge before I get home at night. I keep a car charger plugged in all the time and also have the proper drivers installed on my desktop and laptop so I can use a micro-USB cable to charge the phone.
I've experimented with a handful of headsets but none of them fit me very well. I'm not a slave to fashion but they all look pretty ridiculous also. I wouldn't mind trying out these Oakley combination sunglasses/headsets though.
My current laptop is a Dell Latitude D630 with the extended life battery, built-in 802.11 wireless, bluetooth, and built-in Dell Wireless Mobile Broadband.
My favorite two things about this machine are having a battery that can go and entire work day without dying and the flexibility to get email or Internet access practically anywhere with the Mobile Broadband card.
While you are out and about you'll probably want to get online at some point. With the proliferation of free and paid 802.11 access points you are seldom very far from Internet access. The cellular network is always an option, between bluetooth tethering, USB tethering, or a built-in cellular modem.
If you need to access data at the office while you are out there's a couple good options. I use a combination of VPN access to copy files and get to our databases and Remote Desktop to operate my desktop computer when I need to access specialized applications that are only available at the office.