Rory Blyth has a couple of good videos on MSDN TV, showing how to use MSSQL Mobile Edition on a CF device. They are older, so they don't cover all the new nomenclature (and probably newer features), but there are a couple of good tips and tricks in there, and it contains good coverage of Remote Data Access, a technology that will help synchronize data to/from MSSQL Compact Edition.

Links:

• Introduction to Data-Aware Windows Mobile Applications, Pt. 1
• Introduction to Data-Aware Windows Mobile Applications, Pt. 2
• ADO.NET Sync Framework for Occasionally Connected Systems, which also has links to webcasts and screencasts that explore the topics in more detail.