The old CsDataPort sample has been updated to allow for the selection of both desktop and device databases. On the desktop side, the user can specify either an Access database (with file browse) or a SQL Server database (without browsing...). The SQL CE database is fully specified (file name, password, encryption and the temporary file directory on the device). You can find the sample on the latest distribution zip file (see here).
P.S.: The new version is now 1.0.30.