As you might have guessed, you will need a machine running Windows XP or Windows Vista. If you have a Mac you should theoretically be able to do Windows Mobile development using Boot Camp, but I have no direct experience with it.
You will need Visual Studio 2005, Standard or Professional Edition, or Visual Studio 2008. Unfortunately, the free version of Visual Studio called Visual Studio Express does not support Smart Device development.
If you need a copy of Visual Studio email Paul Oka (poka at mit). If you need help getting your development environment set up contact Chris Felknor (felknor at mit).
You will also need to add the following to your computer:
Visual Studio 2005 Service Pack 1 (SP1)
.NET Compact Framework 2.0 Service Pack 2
Microsoft ActiveSync 4.5 (for Windows XP users; not necessary for Windows Vista
Windows Mobile 6 Professional and Standard Software Development Kits Refresh (Get the professional version)
This 7 minute video takes you through creating a "Hello World" application and deploying it onto your phone.
Apologies for calling the class "6.084" in the video :-)
30 Days of .NET Windows Mobile Applications
This section is devoted to publishing solutions to problems experienced by students in 6.087.
Windows Media Problems and Solutions
Chris Felknor (felknor at mit)