Yes there is a version of UAE for PocketPC
which is a build of an older UAE version. It works but performance even on the latest PPCs is not very good, frameskip is always needed to achieve full speed unless you just want to move Workbench icons around the screen
. The other major problem is a lack of native Amiga keyboard support since there is usually no room for an on-screen keyboard (most PPCs feature 320x240 resolution) the only way practical way to use keys is via an external keyboard or by mapping keys to the hardware buttons.
Emulators for other systems are much better with MorphGear (Genesis,Gameboy,SNES,Master System,Game Gear,GBA,PC-Engine), Pocket C=64 and ScummVM being particular favourites of mine. Playstation emulation is a neat trick but does not perform well enough to be enjoyable, this situation should change soon though as 3D accelerators become more common.
Gaming in general has moved forward a lot in recent years with titles ranging from simple puzzle games to an excellent port of Tomb Raider 1 and games like GeoRally which are really quite impressive considering the technical limitations of most PDAs. There is no way a PPC can compete with the likes of a PSP (or even a Nintendo DS) for gaming but neither of them can match a PDA for sheer flexibility, cost (most games are very cheap or even free) or size.
Tip: One absolutely essential PDA application is The Core Pocket Media Player
which despite its uninspiring name is by far the best media player for PocketPC and Palm, IMHO it's even better than most desktop players and it's open source.