eNotate from the North American Chess Association. You can buy the software for $25, or the software with a PDA for $125. The software is approved by the USCF for use in rated tournaments. Read this blog post from a chess player who is using the $125 eNotate package now. Using eNotate with a Pocket PC lets you use Pocket Fritz from Chessbase when the eNotate software isn't running! If you buy the software only and then shop for your own Pocket PC you can buy a model with WIFI (not accessible when eNotate is running) and other extra features. You might try eBay to look for a deal.
Please note that I have not personally tested the products mentioned in this post. The information is based on manufacturer claims and offered here for the consideration of members of the Elizabethtown Chess Club. The only other devices known to be approved for tournament use by the USCF are the MonRoi used by several club players and DGT electronic chess boards.