My advice.
Get a nice 10 inch lappie / net book that you really like the feel of. IE go see the thing before you buy it, don't skimp on research. I have bought 2 Eee's already and am looking to upgrade my current one to a 1015PE most likely. Form factor, keyboard, screen, battery - all this counts.
Put a 60+G SSD, and you'll have enough (just about) room to boot windows (because let's face it, you're likely to need it) and something else you prefer. If you are a linux head, be sure you do your homework and find out about drivers before buying. One thing not to forget is fairly convenient removable storage in the form of SD cards. Put your /home there perhaps. Encrypt it.
Basically you're looking at buying a small lappie, that's big enuf to do work on but small enough that it's not intrusively bulky or heavy and doesn't attempt to burn your bollocks off when you sit it on your lap and has tons of battery life.
Ok, right, these lads don't have much muscle, but you should see how quick one of these lads will boot off an SSD (ok, arguably a high bandwidth i/o system would be better, but 'tis still fast and well worth the purchase imho).
If you want to game, you need a decent gaming rig you can buy a second machine, a low-med end box or perhaps or a gaming laptop (effectively what I would term a portable desktop - bloody costly and I am not quite sure are they worth it - depends if you're a LAN party goer I suppose, that sort of thing).
The beauty of this, is you don't get your 'work machine' contaminated by windows games which have all kinds of spyware on board and who knows what else in way of backdoors (ie WoW, Steam - honestly, do you trust these guys? I don't)
Likewise if you're running tons and tons of compile jobs, best done on a bigger more powerful machine.
You might be tempted to try 15 inch to try and cover both ends, but honestly, I have to say, once you've tried a low power 10 inch that can go for hours on end without being plugged in, you may be converted.
But different strokes for different folks I would say.
I prefer the 2 machine approach.
(And yes, I have mac books - I still think the 10 inch form factor wins, and between OS X and linux, it makes no real difference really to me. well no wait, I know what I put in my linux, that's what's different.)