I would recommend PocketGL. It is the only reasonably priced, non floating point math 3D engine that I'm aware of (note I said "reasonably priced"). It was created specifically from the ground-up for use on Windows CE devices, so it performs very well. However it basically has no documentation at all, but does contain several extensive demos that can be used for educational purposes. The full source code of the engine is also included, so you can always refer to it for reference.
Please don't post the same message to multiple threads.
Dan East
