You can draw directly on the screen with quite an assortment of touch-screen phones and PDAs
Drawing directly on a handheld device is even easier than drawing at the side of your computer on a tablet
My Sony Ericsson P990i smartphone, besides having
a
drop-dead
gorgeous
camera,
has
a
note
pad with basic drawing facilities. More
sophisticated
art
software
will
eventually
become available for the
P990.
(This phone's UIQ3 operating system is incompatible
with
art editors for the earlier Sony Ericsson P series.)
Meanwhile
a tip is to use the P990 photo
editor
instead of the note pad for drawing. The photo editor has
a wider range of tools. Take a photo of, say, a blank wall,
and then draw on it.
Sorry, I don't know if you can draw on the iPhone. I'm writing this in the UK where it hasn't arrived yet. It's probably more like finger painting than drawing if you can doodle on the iPhone!
It's possible (but only just!) to draw with the joystick on a Sony Ericsson T610 or T68 phone. These phones have no touch screen and drawing with a keypad and joystick is a pain. I only managed this little owl on my T68.

You can draw on your Palm Treo phone, though I don't recommend drawing on the Treo 600. The coarse resolution of the Treo 600 screen makes drawings look jagged and blocky. I gather the Treo 650 and 700p (but not, for some reason, the 700w) have higher resolution.
Palm PDAs allow drawing in the notepad. For Palms you can get any number of add-on art editors, of which the best is Teal Paint.
I'm a Palm fan, but I have to admit that Pocket PCs offer a more versatile range of add-on art software. Pocket Artist and the older Idruna Photogenics are almost mini-Photoshops in themselves!

I call this picture GoldenEggs. I added the frame in Photoshop and sent it as a Christmas card. It was a scribble with various effects in Idruna Photogenics on my Pocket PC.
Tablet PCs are probably good to draw on too, although I haven't tried one.
When you draw in Pocket PC Notes, which comes with the machine, you're doing vector drawing, which allows for handwriting recognition as well as artistic creations. Try the face game to get the hang of this different kind of drawing.
MAKE FACES ON YOUR POCKET PC!

DRAWING THE OLD FASHIONED WAY - ON PAPER
Of course, you can always choose the traditional
way and draw on paper. You'll
still need a scanner to
get your graphic into your
computer, but this is still
the most popular way of
creating digital
Your camera phone doesn't have a touch screen?
Why not draw on a scrap of paper and take a photo of your doodle?
Drawing on your phone or PDA