These days I play around with Pocket PC & Windows CE but I stuck with communication with serial port. I played with .NET and now Java but I did not resolve my problem yet. But I found an up-and-coming JVM for Pocket PC, it's Mysaifu, from Japan.
As you can see the Mysaifu's objective, the author of Mysaifu wants to make a JVM which conforms to J2SE. It means that you can write an application for PC and then run on Pocket PC without limitation. I think it's a nice project.
If you have some experience with other JVMs for handle devices (except the one from Sun) you seems don't like them very much. An example is Ewe VM. When you write an application to run on Ewe VM, your source code will look like Visual J++, not pure Java.
If you have time, and of course, a Pocket PC, please try to play with Mysaifu you will have something fun.
FYI: A ported library of Java Communications API for Windows CE/Pocket PC --> http://www.teilo.net/software/CEJavaComm/