Oh yeah, the software, sorry...

ops:
Games I would suggest Turjah I, it's old news in the PocketPC world but I still think it was the greatest PDA game out there. Turjah II is also good but a lot harder to control.
I'd pick up Chopper Alley (or atleast the Demo) just as a show piece, I never found the game that fun but the graphics were incredible.
I'm going to disagree with Brian here and say pickup eWallet but it's largely personal preference and I'd suggest you check out the demo of each and decide.
Wisbar is a must as far as I'm concerned, it's just a much more functional title/taskbar for the PocketPC.
It's lacking in functionality, but I use PocketMoney (and MS Money on my PC) and I find that very useful. There is also a program for quicken users out there.
I also use Streets and Trips (and PocketStreets) when I'm driving around.
umm...that's all I can think of for now...
Oh wait, Dashboard, GET DASHBOARD!!!! Really, it's the most useful app I have.
Oh, and you should checkout PocketInformant, I had it but it was a little too cluttered for me, but a lot of people use it and like it alot.
Ok, that's it, Good Luck!