Folder structure.
Remote file viewer
Applications are running.
Remote process viewer or remote spy
Registry values.
Remote Registry Editor

EDIT:
If your device does not have ActiveSync, you should read this MSDN article on how to connect to Windows CE without ActiveSync
Summary of the MSDN article:
Prepare the device:
Copy the following files to the \ Windows \ folder on the device. These files are located on the developer's computer by default in the \ Program Files \ Common Files \ Microsoft Shared \ CoreCon \ 1.0 \ Target \ wce400 \ folder.
Clientshutdown.exe ConmanClient2.exe CMaccept.exe eDbgTL.dll TcpConnectionA.dll
run conmanclient2.exe on the device
Determine the IP address of the device.
Prepare Visual Studio:
From the Visual Studio Tools menu, select Options, then Device Tools, and then Devices.
Select Windows CE Device and click Properties.
To the right of the Transport field, select Configure.
In the TCP / IP Transport Setup dialog box, select Use a specific IP address and enter the IP address of the device.
Close dialogs and soft-reset device if necessary
Establish protection and establish connection:
At the command prompt on the device, run cMaccept.exe.
Within three minutes, connect to the device. If you have established your first connection in three minutes, you can continue to deploy and debug indefinitely as long as you use the same instance of Visual Studio. You can exclude the cMaccept step by disabling security on the device. To do this, use the remote registry editor to set the value HLKM \ System \ CoreConOverrideSecurity = 1 DWORD.