It annoys me to no end:
Is there a way to directly sync Windows Live Calendar with the Windows Mobile Calendar? With directly I mean without using outlook, since this needs to work without ever connecting the smartphone to a computer.
Microsoft added ActiveSync support to Live Hotmail, so now syncing is no problem anymore (but since windows mobile 6.x is old news nowadays it doesn't matter much anymore).
Microsoft's MyPhone sounds like what you're looking for: