For full scale sketching and painting on a handheld or touch screen phone, you can't beat a Pocket PC. Idruna Photogenics and Pocket Artist are both surprisingly full featured art editors. Pocket Notes is a good introduction to vector drawing.
If you only want to make a few simple bitmap icons for your agenda, it's Palms to the rescue. Pocket PCs offer nothing as far as I know for the specialised task of editing tiny images pixel by pixel. If you have a Pocket PC, you'll have to create these tiny images in a desktop editor like Photoshop or Elements.
Icon Manager is available free for Palms. It enables you to draw agenda icons directly on your handheld. Wonderful freedom! So much easier than dragging out a drawing with a desktop mouse.
Some Pocket PC agenda applications ask for more complicated '.ico' icons. Individual .ico image files can contain up to eight images at different resolutions and colour depths. This amount of elaboration is not always necessary, but if it is, you may have to resort to a specialised icon editor like Microangelo. Developer One Agenda, for instance, requires several icon sizes packaged together for instant display in daily, weekly and monthly views of calendars.