<p>I would like to write small console based applications on Windows Mobile.  What console applications might I use?</p>

There is no command prompt style console on Windows Mobile.  If you're really after a command prompt, check out www.pocketdos.com for a high level of dos application compatibility.
If you're more interested in writing small applications for Windows Mobile, C# or VB.Net are your best choices.
On small mobile devices like this, command prompts are significantly harder for users to interact with compared to GUI based applications.