Earlier this year, I was looking for some small boxes where I can embed a little server and I've stumbled upon the following story of Martin Michlmayr. PlugComputer.org promotes the SheevaPlug, an impressive box in terms of low price (~100 USD), high performances (see the specs) and with low power consumption. Finally, the community behind has a great wiki it shouldn't be hard to start playing with it.
All that to say if you're looking for embedded systems, have a look at it, it is worth it.
I bought one and I'm starting to play with it... :)