I love using TweetDeck to Twitter on my laptop. I've also been experimenting with several Twitter clients for Windows Mobile, but I haven't found one that works like TweetDeck.
Today, I tried Twikini and it works really well! It's almost like a TweetDeck experience on your Windows Mobile device. I think it may be the best Twitter client for Windows Mobile (but I haven't tested all of them, so I can't be entirely confident of that).