I have the Dell Axim X5 and very please with it's preformance, it's cheaper than HP but also keep in mind that this is Dell's first self developed Pocket PC in the market. HP 2215 is more expensive but much smaller and thiner, and it's bluetooth integrated so if you are looking for wireless networking option HP should be a better choice for you, but if you consider cost/equipment then Dell should be a better option for you. Like I said I so far has no problem with the Dell unit.
Both Unit comes with SD and CF slots, HP has Buletooth while Dell has standard IR. Both runs on 400-MHz processor but HP 2215 is more expensive but much smaller than Dell.
When I made my decision I basically asked myself, will I benefit from the extra costed unit with wireless networking? na.... and Dell was offering a 15% discount so I went with Dell.