There is a lot of nice freeware available on the web for the Pocket PC (here is a site in french (sorry)
http://ppcf.mklabs.com/index.php?setlang=French, with some parts in english
http://ppcf.mklabs.com/index.php?setlang=English )
My favourites :
Scientific calculator : calc98 (
http://www.calculator.org/download.html) (also available on PC's)
edit : PocketNotepad (
http://tillanosoft.com/ce/pnotepad.html)
WW subway guide (
http://nanika.net/Metro) (also available on the Palm)