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Played a bit with Compaq (no, HP now) iPaQ 3750 running Windows CE 3.0 (is it so called "windows mobile"?). A Dlink compact flash wireless adaptor worked well with an adaptor that could be placed into the expansion pack. Dlink's driver installation is very easy---you just connect your iPaQ with your PC through USB and launch the setup program on the CD. The installer will put the driver on the iPaQ automatically.

Excerpt from MSDN:
Is the Pocket PC OS the same as Windows CE?
No. The Pocket PC OS is a custom version of Windows CE developed by Microsoft. It contains APIs and applications that are not included in Windows CE 3.0 itself. Likewise, Windows CE contains components that are not included in the Pocket PC OS.
Pocket PC devices do not all use the same Pocket PC OS, either. OEMs who build these devices make custom versions of the Pocket PC OS to add features specific to their devices. Thus, a Pocket PC device from one OEM might include different applications or device drivers than a Pocket PC from another OEM.

btw, Microsoft just released Pocket PC 2003.

I have got Windows eMbedded visual C++ tools running on my PC. So in 5 minutes a simple hello world program could be made and tested on the device. The environment is pretty handy. Will Visual .Net for CE be much better?