What's on my bookshelf
The Definitive Guide to the .NET Compact Framework
Old or not, I have to start off with a link to my book. While it was published in 2003, information in the book is still relevant today, especially if you are new to device development.

The source code is in Visual Basic .NET but even if you are a C# developer you can find the source useful.
Windows Mobile Data Synchronization with SQL Server 2005 and SQL Server Compact 3.1
With the world's largest organizations rolling out tens of thousands of Windows Mobile devices to empower their respective workforces, the ability to create mobile line of business solutions that can support large user populations is critical. In his third book on mobile development, Rob Tiffany shows you how to take the SQL Server data you use to run your organization and make it available to all your mobile employees. He walks you step-by-step through the process of building a secure, performant, 4-tier mobile synchronization architecture designed to scale to thousands of users. You'll also learn how to create occasionally-connected Windows Mobile applications that are designed to thrive in unreliable wireless conditions. Take the guesswork out of mobilizing your organization by tapping into the experience of one of the world's foremost authorities on Windows Mobile infrastructure and development.
Microsoft Mobile Development Handbook
Now, a more recent book (published in May of this year) is an excellent book to buy for developers who are looking for information targeted at some of the new features of Microsoft Mobile 5 and Mobile 6. The book was written by Andy Wigley, Daniel Moth and Peter Foot and I highly recommend it for any level of device developer.

This book provides it's code samples in C# rather than VB.

I like this book so much I use it as the class manual in my Compact Framework training classes.
SQL Server CE Database Development with the .NET CF
Featuring in-depth information on SQL Server CE 2.0 and the .NET Compact Framework, this book illustrates how both Visual Basic .NET and C# can be used to build powerful database applications for the Pocket PC.

While other .NET Compact Framework books try to broadly cover general programming issues, this book focuses strictly on database application development.

Rob has a new book coming out, targeted strictly at setting up merge replication. I have an early copy that they gave away at Mobile Connections and it is excellent. As soon as I have a place where you can buy one, I'll post it here.