Mark has posted the final version of his MSDN article on designing for stylus-free usage on Windows Mobile. This covers both what you get for free in .NETCF v2.0 for navigating around forms with the d-pad and also what you can do to make some of the other intrinsic controls behave. Mark's sample code includes wrappers around these "badly behaved" controls such as the DateTimePicker.
Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in anyway.