Bill Vaughn writes an eBook on SQL Server Compact Edition
Just as Bill was finishing his Hitchhikers Guide to Visual Studio and SQL Server, SQL Server Compact Edtiion was releasing. Bill wasn't able to incorporate SQLce into his printed book, so he want the fast path, and wrote an eBook. To date, this is the only book I, or the team has reviewed, so I can say it's accurate. Bill writes with his normal critical view, but more importantly, he "gets it" when thinking about the differenaces in what you want from a local data store, compared to a data service.
You can view the book here: http://www.hitchhikerguides.net/EBooks/Titles/default.aspx