I'd like to develop a stand-alone desktop application targeting Windows (XP through 7) and Mac (Tiger through Snow Leopard), and if possible iPhone and Android. In order to make it all work with as much common code as possible (and because it's the only thing I'm good at), I'd like to handle the main logic with HTML and JS. Using Adobe AIR is a possibility. And I think I can do this with various application wrappers, using .NET for Windows XP, Objective C for iPhone, Java for Android and native "widget" platform support for Mac and Windows Vista & 7 (though I'd like to keep the widget in the foreground, so the Mac dashboard isn't ideal). Does anyone have any suggestions on where to start? The two sticking points are:

1. I'll certainly need some form of persistent storage (cookies perhaps) to keep state between sessions
2. I'll also probably need access to remote data files, so if I use AJAX and the hosting HTML file resides on the device, it will need to be able to do cross-domain requests. I've done this on the iPhone without any problems, but I'd be surprised if this were possible on other platforms.

For me, Android and iPhone will be the easiest to handle, and it looks like I can use Adobe AIR to handle the rest. But I wanted to know if there are any other alternatives. Does anyone have any suggesions?