Dan and I wrote several WhitePapers for the .NETCF team.  The third was released back in December and I just found out this week.  It is titled Developing Well Performing .NET Compact Framework Applications. 

I also heard from many this week that our P/Invoke papers are referenced by many including presentations and other white papers on MSDN.  Those are:

• Advanced P/Invoke in the Microsoft .NET Compact Framework
• An Introduction to P/Invoke and Marshalling in the Microsoft .NET Compact Framework

These papers are located on the MSDN Embedded Application Developer Center, which is one of the top resources for .NETCF development.