Earlier this year I was fortunate enough to be involved as an informal reviewer for the mobile development book that fellow MVPs Peter Foot, Andy Wigley and (exMVP) Daniel Moth were working on. The great news is that it has now gone to print and I would highly recommend it for anyone building applications using the .NET Compact Framework: Microsoft Mobile Development Handbook (Amazon)
The other book that I haven’t yet had the opportunity to read but has been recommended by merge replication guru / windows mobile accelerator developer, Rob Tiffany, is Professional Microsoft Smartphone Programming (Amazon). Apparently this covers some of the perculiarities of developing for a non-touch screen, limited display, mobile devices.
Updated: More mobile device reference material is available via the “How Do I?” video series, now for devices!