Andy Wigley, Daniel Moth, and Peter Foot have been hard at work developing an MS Press book called Microsoft Mobile Development Handbook (link to Amazon) - the book (all 688 pages of it!) covers the following topics.
1. .NET Compact Framework—a Platform on the Move
2. Building a Microsoft Windows Forms GUI
3. Using SQL Server 2005 Compact Edition and Other Data Stores
4. Catching Errors, Testing, and Debugging
5. Understanding and Optimizing .NET Compact Framework Performance
6. Completing the Application: Packaging and Deployment
7. Exchanging Data with Backend Servers
9. Getting Connected
10. Security Programming for Mobile Applications
12. Graphics Programming
13. Direct3D Mobile
14. Interoperating with the Platform
15. Building Custom Controls
17. Developing with Windows Mobile
18. Introducing .NET Compact Framework Version 3.5 and Visual Studio "Orcas"
If you are developing applications for Windows Mobile devices then you should consider getting a copy of the book.