I'm developing a windows CE application with a SQL CE databse. (.sdf). Something was going wrong while synchronising. I couldn't figure out what it was, so I decided to go and take a look in the database. The dev tools are not installed on the CE device, so I started to look for a program on my desktop to open the database.
Not SQL management studio as some post declared, but VS 2005 can open the SDF databse.
Copy the sdf file to your desktop and open VS2005. Choose open -> file and browse to the sdf file.
Now you can query as much as you like.