I don't have first hand experience, but read a lot about Printboy. Check search results for printing for Pocket PC in our store for a list of software.
I think it comes with new iPAQs. There is also a SDK available.
You need to buy the ClearVue suite if you don't already have it if you want to print from PocketWord etc. I had reasonable success with it however complex Word documents (headers/footers some fonts etc) did not render that well - this was over a year ago however.
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