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Growing demand for ubiquitous and pervasive computing has triggered a sharp rise in handheld device usage. At the same time, dynamic multimedia data has become accepted as core material which many important applications depend on, despite intensive costs in computation and resources. This paper investigates the suitability and constraints of using handheld devices for such applications. We firstly analyse the capabilities and limitations of current models of handheld devices and advanced features offered by next generation models. We then categorise these applications and discuss the typical requirements of each class. Important issues to be considered include data organisation and management, communication, and input and user interfaces. Finally, we briefly discuss future outlook and identify remaining areas for research.