There's an article on the MSDN website with tips that developers can use to improve the scalability of Compact Framework-based applications accessing SQL Server CE.
"As mobility goes more mainstream, we are deploying increasingly complex mobile applications. Applications now commonly require large data volumes that just a few years ago would have been incredibly difficult to manage on a mobile device. Device applications managing tens of thousands of database records are becoming almost commonplace.
As the data volumes grow, the efficiency with which mobile applications access the data becomes notably more important. As I mentioned last month, Microsoft SQL Server 2000 Windows CE Edition (SQL Server CE) is doing a great deal of work to make the next release more scalable, especially when accessed from the .NET Compact Framework. Of course, the problem is that many developers can't wait for Visual Studio 2005. So what do we do in the meantime?
It turns out that there are a number of simple things that developers can do today that can notably improve the scalability of Compact Framework-based applications accessing SQL Server CE."