I personally feel that a good debugger and ability to debug is one of a programmer's best friends.  This includes debugging onto Windows Mobile devices via ActiveSync.

Recently one of my clients got Windows Mobile 2005 on some devices we ordered.  I set about making sure our application would run properly on it. This application happens to communicate over a wireless network with several different pieces of hardware using various proprietery protocols.  I have gotten used to cradling the device, starting a new debug session in Visual Studio and watching bytes flow back and forth over sockets with the wireless connection.  This new gem we received (A Symbol MC9090 with 625mhz Xscale) insisted on shutting down the wireless card whenever the device was cradled.  This makes it hard to communicate with my hardware, which is seperated from the corporate network and on its own WLAN for very good reasons.  Assuming this was a setting I could change, I contacted their support and got the following disheartening response:

I also found some MSDN articles alluding to Microsoft's claims that "some of their Enterprise customers" had asked for this feature for security reasons.  I have trouble imagining what type of customer asked for this change, but so be it.  It seems ludicrous that this is not a developer-overridable item.  There do look to be some hoops one can jump through (if one is very nimble) to get debugging over WiFi to work on CE5 based devices.  I could also ruin my test environment by putting it on the corporate network, or get cozy with platform bulider and try to make an OS image that does what I want just for testing.

The developer story for Mobile and Embedded systems could still use some work.