If you're into PlayStation 1 games you'll like this. FPSEce is a Playstation emulator for pocket that lets you play PlayStation 1 games while you're on the go.
FPSEce supports both Pocket PC 2002 and 2003 devices. Everything you need is on the web site including a utility that lets you rip your PS1 games to small files that will fit on CF cards.
This is interesting to say the least. Check the link below.