John:
Eccran and Darren both made some excellent recommendations. Andy's book is
a must have overall book if you are doing anything with the CF - it'll
definitely save you some time. Paul's book is ostensibly the 8th wonder of
the world in terms of the subject matter covered and the depth in which it
covers it. The Data Access portion, particularly the part discussing the
performance implications of different data access methods alone more than
justifies the price. For SQL CE specific stuff, Rob Tiffany's book is
unequalled but mind you it's specifically dedicated to SQL CE and the
Compact Framework. Dan Fergus and Larry Roof's Definitive Guide to the
Compact Framework also has a great discussion of data access strategies and
a good discussion of SQL CE. (I think you'll also find that each of the
authors of those books is pretty visible and more than happy to help you out
if you have any questions). If you have the cash and want to get into CF
development, they are all pretty much must have references.