Harriet Lane is the gold standard, it's a little big for a pocketbook. They do have it on PDA, but if you don't want to buy it, most clinics have one around for reference.
I prefer Nelson's (not essentials) to Rudolph. I also think Current Pediatric Dx and Tx is also excellent and concise, but is updated yearly (also available on PDA). 5 min Peds Consult is also handy on PDA.
Harriet Lane is a great pocketbook for use during residency.
As far as Nelson's vs Rudolph... usually if there is a discrepency or some sort of controversial information... the boards tend to be more reflective of what's in Nelsons. Unfortunately, Nelson's is a crappy read. Rudolph seems much more tolerable. They say if you work at reading 5-10 pages of either of these books in a week, you're at least gauranteed to finish one of these textbooks during residency.
I find Rudolph's much easier to read than Nelson's as it explains concepts and reasoning behind therapy to a greater extent than Nelson's. I think that the content is relatively the same so it shouldn't make a huge difference in terms of studying for the boards.
Usually when you start residency, some company will give you a Harriet so you don't need to buy your own. You can use your book fund to buy any other textbooks.