I just researched this the other night, here is the most useful roundup I came up with:
Java Support on Pocket PC
Here's an article I found useful about IBM's J9 (with which I specifically wanted to use Google Maps-Unfortunately, J9 doesnt work well with recent Axims according to that article.):
Post details: Great, Free Java/Midlet Environment IBM J9 New, 6.1 Version is Out – a Full Compliance & Bug Report & Never Before Published Tweaks that Help Using It Much Easier
More useful links:
Using Java on the Pocket PC - the complete tutorial
Java Midlets on the Pocket PC - the Complete Tutorial
Edit: I'd better clarify something. When I said "I came up with" in the first sentence, I meant it was something I
found. I didn't write it.