(In no particular order)
Data events for data binding or similar (triggers)
- in order to know when to refresh the UI or update a cache.
Proper OLEDB provider Office etc. and support for SQL Server Import/Export wizard/SSIS
- this should become available with SQL Server 2008, I have not (yet) been able to make it work, though.
Better multi version tool support 3.1 vs 3.5 vs 4.0
- we can administer SQL Server 2000 and later from SQL Server 2005 Management Studio, why can't we do the same for SQL Compact 3.0 and later?
LINQ to SQL Compact for Devices
- a lightweight implementation, taking advantage of SqlCeResultSet, for example
Sync Services for Devices
- YES, wish fulfilled, as this is now available as a CTP.