It has an IR (or some sort of wireless port), but as far as I can tell, it's only for use with the remote control that came with it (the VAIO, not the Palm).
USB, serial, and ethernet (if I buy an ethernet cradle)are the only options available to me. I've already said why I don't want to use the serial port and ethernet seems like overkill for a local connection - not to mention that I'd have to pay for another cradle.