New Domain or Sub Domain for Mobile content
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Both the subdomain and new domain would or could be completely separate websites. You can install a dedicated mobile theme in either case.
I would recommend the subdomain. The two sites are directly related whereas the mobile site is simply reformatting the site's presentation to accommodate user's substantially different viewing platform.
Purchasing a new domain offers no benefit at all, but adds unnecessary expenses and work. Visitors may notice the URL change and wonder if they are being scammed, especially if money is involved. The "mobile.playpoker.com" domain is under the direct control of whomever owns the playpoker.com website. The playpoker.mobi domain can be purchased by anyone in the world in a similar manner to how playpoker.net or any other TLD could be acquired.
If you acquire trust badges or software, you will likely need to pay extra to use them on a different domain where a subdomain may be covered.
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A great answer from Ryan. The subdomain route can provide a better seamless user experience than the entirely different domain option.
The only thing I'd add is to consider what to name the subdomain if that ends up being your chosen option.
E.G. mobile.playpoker.com or m.playpoker.com
Many (though not all) opt for the shorter option of just an m rather than the full word mobile.
Regards
Simon
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That's great - thank you both very much for your responses!