This is not a native issue, but one of the things I learned from the SQL Compact sessions from the last MVP Summit (and I think is not under my NDA, so I can talk about it) is the fact that you can speed up your SqlCeCommand (yes, I'm talking managed code here) by explicitly setting the parameter sizes. This was a bit of a surprise for me because with OLE DB you have no such niceties - when you create a command parameter, you must correctly specify the command parameter size, otherwise you just may see your accessor writing in very strange places...
Coming up: I'm starting to write the native alternative to the ATL OLE DB Consumer Templates for devices. This is going to be a lot of fun...
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