It depends on a couple of things.
1) Do you use stored procedures? If you do, then be aware that SqlCE does not support them.
2) Do you chain commands? Again, not supported.
3) Do you need multiuser access? Just about possible, but really not a good idea with SQLCE - it will give you serious grief.
4) Do you need backups? If so, then you are probably better off with SQl Server, because backing up is intrusive on CE - while teh backup is taking place, no other activity can occur.
Other than that, there is a list of differences here:
MSDN[
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