I think iPhone's is, by far, the most fun and exciting platform to develop for. Even though I am not a huge fan of Obj-C, its API is full featured and quite easy to use. Apple's AppStore behind makes it the most compelling platform to work for. Despite all the bad rep Apple has for its unclear approvement process. Documentation is very good.
PalmOS? Too old and almost unsupported by now. Complete lack of good development tools. Documentation is very bad.
Windows Mobile? I like Windows Mobile. In my opinion, Visual Studio is the best IDE you can use to code, and that's what you use when you develop for Windows Mobile. Having said that, Windows Mobile really rocks for FormBased applications, but for general purpose ones, is still behind iPhone's. Documentation is very good.
Android? I like it. It's very good. But even though I like Eclipse for Java editing, it's not that great for mobile development. Its simulator is too slow. I haven't used it that much though. Documentation is quite alright.
Symbian? Having C/C++ behind is the most difficult one. But it has the biggest installed base so it can't be ignored by any mean. Tools aren't that great and neither is documentation.
Blackberry? Java based. Easy to use as long as you don't mess with protected API (your app will need special approvement from RIM to use it). If you take into consideration Java based API's, I like Android better. But RIM's installed based makes it difficult to ignore this platform.
JavaME? Only for low end phones.