Chris Craft has written how to get around the lack of support for Strongly-typed DataSet's in the IDE for Smart Device projects.
http://www.cjcraft.com/Blog/PermaLink.aspx?guid=23fc2044-c854-4358-a0b8-8460f2c56d49
It requires some tweaking of code but is an interesting proposal. Chris plans a full article on the topic, to be released as and when he has time to complete it.
Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in anyway.