I've been lucky enough to have a Palm Treo 700w to play with, and of course, that means writing some applications for it. I started off with C# to get a feel for the device, and here are a few tips I've picked up.
1. Update the Treo. Without the latest update, I was unable to get managed applications to install and run. You can find the update here.
2. When you create a Form, go to the Form's properties and change the FormFactor to Windows Mobile 5.0 PocketPC Phone Square. That "square" part is important, as the Treo's screen is, of course, square!
3. While you are in that properties grid, also change the MinimizeBox setting to False. This is something you should only do while developing of course, as it breaks the UI design guidelines. What does it do exactly? It swaps out the X that appears in the top right of an application's title bar to an OK. This means, when you click on the OK, you're application actually stops running - it doesn't simply move to the background. This makes developing a lot easier - no need to use the debugger to quit your app, or the Start / Settings / Memory dialog.
I'm working on some applications that I hope will soon be available as samples online. The Treo is a great device, and I'm enjoying it a lot.