I know this goes against our love for
Java, but if you want to write an application for the Pocket PC, I strongly recommend using VB.NET. Creating a colorful and GUI rich client in VB.NET for the Pocket PC is very easy, even if you don't know .Net, you can use skills that you have from VB 6.0 and create an application that will be more robust than J2ME.
I just recently completed an application in both J2ME and VB.NET. I found the VB.net screens to be prettier, and actually easier to build the application.
Mark