I am not much of a programming book person, I am much more likely to select code and press "F1". However, I find myself reaching for a CE 6.0 book and have been finding it quite useful. "Windows Embedded CE 6.0 Fundamentals" [Pavlov, Belevsky][ISBN 0735626251

It is targeted as an “OS” book, so if you are curious about VM, threads and other nuts & bolts it makes for a real page-turner.