CE registry hacks:

Firstly, editing the Windows CE registry can be risky, it can only be
recommended to those who like to take things apart.
I will not be detailing _how_ to modify the registry here. 
Commercial, shareware and freeware Windows CE registry utilties can be
found through a google search: "CE registry editors".
Remember to back up your WinCE device before making any modifications
to the registry.  If you kill it, a hard reset will fix it, but
will also erase EVERYTHING (you will be left with a WinCE device with
factory software and defaults)..

I want the OziExplorer icon to
appear for *.MAP and *.OZF2 files instead of the plain (yuck) default
icon.

This is actually a standard file association registry hack, but with no
application associations (just the icon).
Under HKEY_CLASSES_ROOT create two new keys ".map" and ".ozf2".
Under those two new keys, create one new string value named "Default",
with its value set to "ozifile".

Under HKEY_CLASSES_ROOT create a new key called "ozifile", and another
new key under that called "DefaultIcon".
Under HKEY_CLASSES_ROOT/ozifile/DefaultIcon/ create a string value
named "Default" with a value of "/OziExplorer/OziExplorerCE.exe,-0".
If you have moved OziCE to a different folder, use your new path
instead.

Cool, now I want to be able to
edit *.MAP files manually just by double tapping on *.MAP files.

Again, this is a standard file association registry hack, but points to
a text editor application.
Go back to the HKEY_CLASSES_ROOT/.map key you had just created in the
previous step.
Change the "Default" string value from "ozifile" to "mapfile".
Create a new key under HKEY_CLASSES_ROOT called mapfile

Create new keys under HKEY_CLASSES_ROOT/mapfile called "DefaultIcon"..
and .. (so far this is the same as the above ozifile definition)
Create new keys under HKEY_CLASSES_ROOT/mapfile called "Shell", "Open"
and "Command". (this is where it associates an application with the
file extension)

Under HKEY_CLASSES_ROOT/mapfile/DefaultIcon create a new string called
"Default" with a value of  "/OziExplorer/OziExplorerCE.exe,-0".
(this is the icon, as above)
Under HKEY_CLASSES_ROOT/mapfile/Shell/Open/Command create a new string
called "Default" with a value of  "pword.exe %1".
This uses PocketWord to edit your MAP files. If you have a third-party
text editor you would prefer to use instead, enter the path and
executable of that.  Remember the "  %1" at the end.
Note:
If you choose to
use PocketWord to edit map files, DO NOT
use or enable any fonts, styles, colours or anything different, it will
probably mangle the MAP files to the point of them being useless.

For those who are wondering, no, you cannot load that map file into
OziCE via tapping on
MAP files, by entering OziExplorerCE.exe in the /shell/open/command
registry key.  While OziCE will start, it will not actually load
the MAP file.  OziCE does not appear to accept command line
parameters.

Not directly related to Oziexplorer, but I have found the following
useful on my iPaq while using Ozi.
These CE registry hacks can also be found via google.

Auto-start a process after a
softboot.

HKEY_LOCAL_MACHINE/init
There should be a set of string entries in the form "LaunchXX"
"App.exe" where XX is the order in which the processes are started.
I use it to start my battery monitor (shows the battery level on the
task bar).
Note:
I have tried it
with OziexplorerCE.exe, but it does not appear to work.

Sick of the low battery
warning visual indication popping up every other minute to remind you
you have less than 40% capacity left?

HKEY_CURRENT_USER/ControlPanel/Notifications/{A877D663-239C-47a7-9304-0D347F580408}
Create a String value named "Default" and set its value to "Low battery
warning".
Now go to Start > Settings > Personal tab > Sounds &
Notifications applet > Notifications tab,
a new "Low battery
warning" in the "Select an event" drop-down list will appear, where you
can now customize it.
I just remove the visual indication, I leave the sound and LED flash
as-is.

I want
the time AND date on the title bar.

The Pocket PC displays the time in the title bar, the user can select
Analog or Digital using tap & hold on the time.
But some people also want the date to be easily available, this was
actually available on Palm-size PC devices.
Fortunately there is a tweak to display both the date and time instead
of time only in the Pocket PC title bar :
HKEY_LOCAL_MACHINE/SOFTWARE/Microsoft/Shell/
Create a binary value named "TBOpt" and set its value to "13 00 00 00"
Save any unsaved document and reset your Pocket PC.
Note:
On my iPaq, I
can't get the AM/PM display to show, though the 24 hour
time format works.  This does not appear related to the registry
hack however.

I want a different input method to appear as the default, after a reset.

If you're not fond of the Keyboard being the default input type every time you reset, you can change this.
Look for HKEY_CURRENT_USER/ControlPanel/Sip/DefaultIM
The value contains a string that represents a different default input type.
Here are several for your reference: