Maarten Struys of Dot Net for Devices has produced a series of downloadable videos showing A Windows Mobile Application developed from scratch.
Maarten is a stalwart of the Windows Mobile Development community, and a major contributor to the How Do I for Devices videos.
I haven't looked in detail, but I would guess from experience these videos will be very useful, covering such topics from Menus to SQL Server access and replication. You can find the download page and descriptions here.
This is the first part of a series.
Originally posted 19/Aug/2009