Bluetooth is arguably the easiest way of sharing data between different mobile devices. It's free, it's simple and it's quick.
However, it's not completely without its annoyances and one of the things that frustrates me the most about the transfer protocol is that when you send a file or document from one device to another, the file always ends up in the same folder on the receiving device.
Step forward moBlue, a free Pocket PC application that lets you set the folder in which you want your Bluetooth transfers to be saved. The program is dead simple to operate and you can select the incoming folder simply by clicking on an icon and browsing to the directory.
The program also lets you apply filters, so, for instance, you can set all of your incoming image files to be sent to your My Pictures folder.
There are a few other settings, such as the ability to turn Bluetooth on or off through moBlue, although there's very little in the way of advanced options.