Sometimes, no matter what you do, you just can't sync your device to the server. A good place to start is with Microsoft's Troubleshooting tips on Mobility. This provides you with a number of troubleshooting techniques.
You might also be having an issue with the self-signed certificate. 2002 devices are notorious for being trouble makers when synching against SBS 2003. Luckly, there are some tools to help you figure things out.
Like the Adding a Certificate to the Pocket PC 2002
Or disabling the certificate check. This tool is handy in for both devices as a work around. It disables checking the validity of the certificate for ActiveSync ONLY. Pocket IE will still valid certificates after you've used this tool.
Also, if you're Hosting multiple domains sometimes you can get into an issue with SBS not being able to find your mailbox. Say for example, I have two email addresses, email@example.com & firstname.lastname@example.org, my logon name is seanda, but I enter in sean as my email alias. Exchange may not be able to find my email address. What you can do is to take advantage of the .local domain and force Exchange to look up on this domain. Simply by setting HKLM\System\CurrentControlSet\Services\MasSync\Parameters\SMTPProxy to the internal domain name of mycompany.local and doing an "iisreset" from the command prompt, Exchange will only look for mailboxes of that user linked to the .local domain, making it easier for Exchange to find the mailbox. This error problem is usually indicated by getting an HTTP_500 error on the phone
Finally, one of the more common problems is when you change the IP address of the server. For some reason, you want a different subnet on your internal network, if you simply go into the local network card and change the IP address, you'll have issues, what you'll want to do is use the ChangeIP tool provided for you on the Internet and E-mail snap-in of the admin console. This will ensure the IP restriction on the \exchange-oma virtual directory will remain intact. If that IP address doesn't match the IP address of the server, your sync's will get access denied.
Hopefully these tips get you mobile again.