This had been covered many-a-time. In addition, you might want to look in
the microsoft.public.sqlserver.ce news group. In regard to your question...
wait for Sql Server CE 3.0 to come out and all your wishes will come true.
Until then... 2.0 is essentially device (handheld) centric.
You're right that SqlCe 3 (officially know as SQL Server Mobile Edition)
will also run on the desktop, but this is really just for the purpose of
creating a database to later run on a device. The licensing will prevent you
from using SqlCe 3 for production for non-Windows CE machines unless they
also have Visual Studio installed or if they are TabletPCs as I understand
it.